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Contains common univariate and multivariate portmanteau test statistics for time series models. These tests are based on using asymptotic distributions such as chi-square distribution and based on using the Monte Carlo significance tests. Also, it can be used to simulate from univariate and multivariate seasonal time series models.
Package details |
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Author | Esam Mahdi |
Maintainer | Esam Mahdi <emahdi2012@gmail.com> |
License | GPL (>= 2) |
Version | 6.0 |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
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