portes-package: Portmanteau Tests for Time Series Models
In portes: Portmanteau Tests for Time Series Models
portes-package R Documentation
Portmanteau Tests for Time Series Models
Description
This package contains a set of portmanteau diagnostic checks for univariate and multivariate time series
based on the asymptotic approximation distributions and the Monte-Carlo significance test.
More details about the portmanteau test statistics are available online from the vignette of this package.
This package can be also used to simulate univariate and multivariate data
from seasonal/nonseasonal ARIMA/ VARIMA models with
innovations from finite or infinite variances from stable distributions.
The simulated data may have deterministic terms, constant drifts and time trends, with non-zero means.
Details
Package: portes
Type: Package
Version: 6.0
Date: 2023-06-06
LazyLoad: yes
LazyData: yes
Classification/ACM: G.3, G.4, I.5.1
Classification/MSC: 62M10, 91B84
License: GPL (>= 2)
Author(s)
Esam Mahdi and A. Ian McLeod.
Maintainer: Esam Mahdi <emahdi2012@gmail.com>
portes documentation built on July 9, 2023, 5:07 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| portes-package | R Documentation |
Portmanteau Tests for Time Series Models
Description
This package contains a set of portmanteau diagnostic checks for univariate and multivariate time series
based on the asymptotic approximation distributions and the Monte-Carlo significance test.
More details about the portmanteau test statistics are available online from the vignette of this package.
This package can be also used to simulate univariate and multivariate data
from seasonal/nonseasonal ARIMA/ VARIMA models with
innovations from finite or infinite variances from stable distributions.
The simulated data may have deterministic terms, constant drifts and time trends, with non-zero means.
Details
| Package: | portes |
| Type: | Package |
| Version: | 6.0 |
| Date: | 2023-06-06 |
| LazyLoad: | yes |
| LazyData: | yes |
| Classification/ACM: | G.3, G.4, I.5.1 |
| Classification/MSC: | 62M10, 91B84 |
| License: | GPL (>= 2) |
Author(s)
Esam Mahdi and A. Ian McLeod.
Maintainer: Esam Mahdi <emahdi2012@gmail.com>
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.