portes: Portmanteau Tests for Univariate and Multivariate Time. Series Models

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.

Package details

AuthorEsam Mahdi and A. Ian McLeod
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 July 19, 2018, 5:01 p.m.