portes (version 6.0)

Portmanteau Tests for Time Series Models

Description

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.

Copy Link

Version

Down Chevron

Install

install.packages('portes')

Monthly Downloads

1,348

Version

6.0

License

GPL (>= 2)

Maintainer

Last Published

June 18th, 2023

Functions in portes (6.0)