portes (3.0)

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Portmanteau Tests for Univariate and Multivariate Time. Series Models.

http://site.iugaza.edu.ps/emahdi
http://cran.r-project.org/web/packages/portes

Simulate a univariate and multivariate data from seasonal and nonseasonal time series models. It implements the popular univariate and multivariate portmanteau test statistics based on the asymptotic distributions and the Monte Carlo significance tests.

Maintainer: Esam Mahdi
Author(s): Esam Mahdi and A. Ian McLeod

License: GPL (>= 2)

Uses: forecast, akima, car, fGarch, fracdiff, tseries, vars, gstat, FitAR, TSA

Released 12 months ago.


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