Simulate a univariate and multivariate data from seasonal and nonseasonal time series models. It implements the popular univariate and multivariate portmanteau test statistics based on the asymptotic distributions and the Monte Carlo significance tests.
|Author||Esam Mahdi and A. Ian McLeod|
|Maintainer||Esam Mahdi <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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