Man pages for portes
Portmanteau Tests for Time Series Models
| BoxPierce | The Univariate-Multivariate Box and Pierce Portmanteau Test |
| CRSP | Monthly simple returns of the CRSP value-weighted index, 1926... |
| DEXCAUS | Canada/US Foreign Exchanges Rates, Daily, Jan. 4, 1971 to... |
| EconomicUK | Quarterly U.K. economic time series from 1957 Q3 to 1967 Q4 |
| GetResiduals | Extract Residuals from ARIMA, VAR, or any Simulated Fitted... |
| GNPDEF | GNP Deflator for U.S. Inflation Data from January 01, 1947 to... |
| Hosking | The Modified Multivariate Portmanteau Test, Hosking (1980) |
| IbmSp500 | Monthly Returns of IBM and S&P 500 Index |
| ImpulseVMA | The Impulse Response Function in the Infinite MA or VMA... |
| InvertQ | Check Stationary and Invertibility of ARMA or VARMA Models |
| LiMcLeod | The Modified Multivariate Portmanteau Test, Li-McLeod (1981) |
| LjungBox | Ljung and Box Portmanteau Test |
| MahdiMcLeod | Generalized Variance Portmanteau Test |
| monthintel | The Monthly Log Stock Returns of Intel Corporation from... |
| portes-package | Portmanteau Tests for Time Series Models |
| portest | Portmanteau Test Statistics |
| ToeplitzBlock | Toeplitz Block Matrix of Hosking (1980) Auto and Cross... |
| varima.sim | Simulate Data From Seasonal/Nonseasonal... |
| vma.sim | Compute The Vector of Moving Average Model (VMA) |
| WestGerman | Quarterly, West German Investment, Income, and Consumption:... |
