nortestARMA: Neyman Smooth Tests of Normality for the Errors of ARMA Models

Tests the goodness-of-fit to the Normal distribution for the errors of an ARMA model.

Getting started

Package details

AuthorPierre Duchesne and Pierre Lafaye de Micheaux
MaintainerPierre Lafaye de Micheaux <[email protected]>
LicenseGPL (> 2)
Version1.0.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("nortestARMA")

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nortestARMA documentation built on May 2, 2019, 6:41 a.m.