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.
|Author||Esam Mahdi and A. Ian McLeod|
|Date of publication||2017-05-05 22:09:47 UTC|
|Maintainer||Esam Mahdi <email@example.com>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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