portes: Portmanteau Tests for Univariate and Multivariate Time Series Models

Simulate a univariate/multivariate data from seasonal and nonseasonal time series models. It implements the well-known univariate and multivariate portmanteau test statistics based on the asymptotic distributions and the Monte-Carlo significance tests.

Version: 2.1-4
Depends: R (≥ 3.3.3), parallel
Suggests: fGarch, fracdiff, FitAR, FGN, TSA, vars, tseries, forecast, akima, gstat
Published: 2017-05-05
Author: Esam Mahdi and A. Ian McLeod
Maintainer: Esam Mahdi <emahdi at iugaza.edu.ps>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://site.iugaza.edu.ps/emahdi/
NeedsCompilation: no
Classification/ACM: G.3, G.4, I.5.1
Classification/MSC: 62M10, 91B84
Citation: portes citation info
In views: TimeSeries
CRAN checks: portes results

Downloads:

Reference manual: portes.pdf
Vignettes: Portmanteau Test Statistics
Package source: portes_2.1-4.tar.gz
Windows binaries: r-devel: portes_2.1-4.zip, r-release: portes_2.1-4.zip, r-oldrel: portes_2.1-4.zip
OS X binaries: r-release: portes_2.1-4.tgz, r-oldrel: not available
Old sources: portes archive

Reverse dependencies:

Reverse imports: sarima

Linking:

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