portes: Portmanteau Tests for Time Series Models
Contains common univariate and multivariate portmanteau test statistics for time series models. These tests are based on using asymptotic distributions such as chi-square distribution and based on using the Monte Carlo significance tests. Also, it can be used to simulate from univariate and multivariate seasonal time series models.
Version: |
6.0 |
Imports: |
parallel, forecast (≥ 8.21), vars (≥ 1.5-9) |
Published: |
2023-06-18 |
Author: |
Esam Mahdi |
Maintainer: |
Esam Mahdi <emahdi2012 at gmail.com> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
no |
In views: |
TimeSeries |
CRAN checks: |
portes results |
Documentation:
Downloads:
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