portes: Portmanteau Tests for Univariate and Multivariate Time Series Models

Contains common univariate and multivariate portmanteau test statistics in time series based on the asymptotic distributions and the Monte Carlo significance tests. Simulate univariate and multivariate data from seasonal and nonseasonal time series models. See Mahdi and McLeod (2012) <doi:10.1111/j.1467-9892.2011.00752.x> and Mahdi and McLeod (2020) <arXiv:2005.00931>.

Version: 5.0
Depends: parallel, forecast
Suggests: akima, car, fGarch, FitAR, fracdiff, gstat, tseries, vars
Published: 2020-12-15
Author: Esam Mahdi [aut, cre], Ian McLeod [ctb]
Maintainer: Esam Mahdi <emahdi at qu.edu.qa>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
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


Reference manual: portes.pdf
Vignettes: Portmanteau Test Statistics


Package source: portes_5.0.tar.gz
Windows binaries: r-devel: portes_5.0.zip, r-release: portes_5.0.zip, r-oldrel: portes_5.0.zip
macOS binaries: r-release (arm64): portes_5.0.tgz, r-release (x86_64): portes_5.0.tgz, r-oldrel: portes_5.0.tgz
Old sources: portes archive

Reverse dependencies:

Reverse suggests: wpa


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