50% off: Unlimited data and AI learning.
The Learning Leader's Guide to AI Literacy

portes (version 6.0)

Portmanteau Tests for Time Series Models

Description

Contains common univariate and multivariate portmanteau test statistics for time series models. These tests are based on using asymptotic distributions such as chi-square distribution and based on using the Monte Carlo significance tests. Also, it can be used to simulate from univariate and multivariate seasonal time series models.

Copy Link

Version

Install

install.packages('portes')

Monthly Downloads

995

Version

6.0

License

GPL (>= 2)

Maintainer

Esam Mahdi

Last Published

June 18th, 2023