dse (version 2020.2-1)

Portmanteau: Calculate Portmanteau statistic

Description

Calculate Portmanteau statistic.

Usage

Portmanteau(res)

Arguments

res

A matrix with time-series residuals in columns.

See Also

informationTests

Examples

# NOT RUN {
require("stats")
Portmanteau(matrix(rnorm(200), 100,2)) # but typically with a residual
# }