portes: Portmanteau Tests for Univariate and Multivariate Time Series Models
Version 2.1-4

Simulate a univariate/multivariate data from seasonal and nonseasonal time series models. It implements the well-known univariate and multivariate portmanteau test statistics based on the asymptotic distributions and the Monte-Carlo significance tests.

Package details

AuthorEsam Mahdi and A. Ian McLeod
Date of publication2017-05-05 22:09:47 UTC
MaintainerEsam Mahdi <[email protected]>
LicenseGPL (>= 2)
URL http://site.iugaza.edu.ps/emahdi/
Package repositoryView on CRAN
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portes documentation built on May 29, 2017, 11:14 p.m.