portes (2.1-3)

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Portmanteau Tests for Univariate and Multivariate Time Series Models.

http://www.stats.uwo.ca/faculty/aim and http://site.iugaza.edu.ps/emahdi
http://cran.r-project.org/web/packages/portes

This package contains a set of portmanteau diagnostic checks for univariate and multivariate time series.

Maintainer: A. Ian McLeod
Author(s): Esam Mahdi, Ken Jinkun Xiao and A. Ian McLeod

License: GPL (>= 2)

Uses: akima, fGarch, tseries, vars, FGN, FitAR, TSA, forecast

Released over 2 years ago.


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