dse (version R2000.6-1)

Portmanteau: Calculate Portmanteau statistic

Description

Calculate Portmanteau statistic.

Usage

Portmanteau(res)

Arguments

model

A matrix with time-series residuals in columns.

See Also

information.tests

Examples

if(is.R()) require("ts")
Portmanteau(matrix(rnorm(200), 100,2)) # but typically with a residual