portes: Portmanteau Tests for Univariate and Multivariate Time Series Models

This package contains a set of portmanteau diagnostic checks for univariate and multivariate time series.

AuthorEsam Mahdi, Ken Jinkun Xiao and A. Ian McLeod
Date of publication2014-08-08 07:36:01
MaintainerA. Ian McLeod <aim@stats.uwo.ca>
LicenseGPL (>= 2)
Version2.1-3
http://www.stats.uwo.ca/faculty/aim and http://site.iugaza.edu.ps/emahdi

View on CRAN

Functions

BoxPierce Man page
CRSP Man page
DEXCAUS Man page
fitstable Man page
GetResiduals Man page
GNPDEF Man page
gvtest Man page
Hosking Man page
IbmSp500 Man page
ImpulseVMA Man page
InvertQ Man page
LiMcLeod Man page
LjungBox Man page
monthintel Man page
portes-package Man page
portest Man page
rStable Man page
ToeplitzBlock Man page
varima.sim Man page
vma.sim Man page
WestGerman Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.