rankQ: Rank-Based Portmanteau Tests
In ConvFuncTimeSeries/test3:

Performs rank-based portmanteau statistics.

1	rankQ(zt, lag = 10, output = TRUE)

`zt`	time series.
`lag`	the maximum lag to calculate the test statistic.
`ouput`	a logical value for output. Default is TRUE.

rankQ function outputs the test statistics and p-values for Portmanteau tests, and returns a list with components:

`Qstat`	test statistics.
`pv`	p-values.

1 2	y=rnorm(1000) rankQ(y,10,output=TRUE)

ConvFuncTimeSeries/test3 documentation built on May 29, 2019, 11:41 a.m.

ConvFuncTimeSeries/test3 index

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