WeightedPortTest (version 1.1)
Weighted Portmanteau Tests for Time Series Goodness-of-Fit
Description
An implementation of the Weighted Portmanteau Tests described
in "New Weighted Portmanteau Statistics for Time Series Goodness-of-Fit Testing"
published by the Journal of the American Statistical Association, Volume 107,
Issue 498, pages 777-787, 2012.