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.

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Install

install.packages('WeightedPortTest')

Monthly Downloads

225

Version

1.1

License

GPL (>= 3)

Last Published

May 24th, 2023

Functions in WeightedPortTest (1.1)