SDD-package: SDD - Serial Dependence Diagrams.
Description
This package allows for serial dependence diagrams applicable to both linear and nonlinear
time series.Details
ll{
Package: SDD
Type: Package
Version: 1.1
Date: 2014-02-21
License: GNU-2
}References
Bagnato L, De Capitani L, Punzo A (2013a). Improving the autodependogram using the Kulback-Leibler divergence. Communications in Statistics - Simulation and Computation. (Submitted).
Bagnato L, De Capitani L, Punzo A (2013b). Testing Serial Independence via Density-Based Measures of Divergence. Methodology and Computing in Applied Probability. doi:10.1007/s11009-013-9320-4.
Bagnato L, De Capitani L, Punzo A (2014). Detecting Serial Dependencies with the Reproducibility Probability Autodependogram. Advances in Statistical Analysis, 98(1), 35-61.
Bagnato L, Punzo A (2010). On the Use of $\chi^2$ Test to Check Serial Independence. Statistica & Applicazioni, VIII(1), 57-74.
Bagnato L, Punzo A (2012). Checking Serial Independence of Residuals from a Nonlinear Model. In W Gaul, A Geyer-Shulz, L Schmidt-Thieme, J Kunze (eds.), Challenges at the Interface of Data Analysis, Computer Science, and Optimization, volume XIV of Studies in Classification, Data Analysis and Knowledge Organization, pp. 203-211. Springer-Verlag, Berlin Heidelberg.
Bagnato L, Punzo A, Nicolis O (2012). The autodependogram: a graphical device to investigate serial dependencies. Journal of Time Series Analysis, 33(2), 233-254.
Bagnato L, Punzo A (2013). Using the Autodependogram in Model Diagnostic Checking. In N Torelli, F Pesarin, A Bar-Hen (eds.), Advances in Theoretical and Applied Statistics, volume XIX of Studies in Theoretical and Applied Statistics, pp. 129-139. Springer-Verlag, Berlin Heidelberg.