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

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

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