portes: Portmanteau Tests for Univariate and Multivariate Time. Series Models

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

Version: 3.0
Depends: parallel, forecast
Suggests: akima, car, fGarch, FitAR, fracdiff, gstat, TSA, tseries, vars
Published: 2018-07-19
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_3.0.tar.gz
Windows binaries: r-prerelease: portes_3.0.zip, r-release: portes_3.0.zip, r-oldrel: portes_3.0.zip
macOS binaries: r-prerelease: portes_3.0.tgz, r-release: portes_3.0.tgz, r-oldrel: portes_3.0.tgz
Old sources: portes archive

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