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 |
| DOI: | 10.32614/CRAN.package.portes |
| 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 |
| Reference manual: | portes.pdf |
| Package source: | portes_6.0.tar.gz |
| Windows binaries: | r-devel: portes_6.0.zip, r-release: portes_6.0.zip, r-oldrel: portes_6.0.zip |
| macOS binaries: | r-release (arm64): portes_6.0.tgz, r-oldrel (arm64): portes_6.0.tgz, r-release (x86_64): portes_6.0.tgz, r-oldrel (x86_64): portes_6.0.tgz |
| Old sources: | portes archive |
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