Portmanteau: Calculate Portmanteau statistic

In dse: Dynamic Systems Estimation (Time Series Package)

Description

Calculate Portmanteau statistic.

Usage

    Portmanteau(res)

Arguments

res	A matrix with time-series residuals in columns.

See Also

informationTests

Examples

require("stats")
Portmanteau(matrix(rnorm(200), 100,2)) # but typically with a residual

Example output

Loading required package: tfplot
Loading required package: tframe

Attaching package: 'dse'

The following objects are masked from 'package:stats':

    acf, simulate

[1] 58.44044

dse documentation built on March 4, 2020, 3:01 a.m.