portes (3.0)

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Portmanteau Tests for Univariate and Multivariate Time. Series Models.


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 over 1 year ago.

7 previous versions



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