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.

Install the latest version of this package by entering the following in R:
install.packages("nortestARMA")
AuthorPierre Duchesne and Pierre Lafaye de Micheaux
Date of publication2017-04-14 14:37:35 UTC
MaintainerPierre Lafaye de Micheaux <lafaye@unsw.edu.au>
LicenseGPL (> 2)
Version1.0.2

View on CRAN

Files

inst
inst/CITATION
inst/HISTORY
src
src/polys
src/polys/H8.cpp
src/polys/H6.cpp
src/polys/H9.cpp
src/polys/H2.cpp
src/polys/H5.cpp
src/polys/H1.cpp
src/polys/H4.cpp
src/polys/H10.cpp
src/polys/H7.cpp
src/polys/H3.cpp
src/calcstat.cpp
src/quantile.cpp
src/registerDynamicSymbol.c
NAMESPACE
data
data/Piggott.RData
data/potato.RData
R
R/nortestARMA.R R/zzz.R
MD5
DESCRIPTION
man
man/potato.Rd man/nortestARMA.Rd man/Piggott.Rd

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