portes-package

This package contains a set of portmanteau diagnostic checks for univariate and multivariate time series
based on the asymptotic approximation distributions and the Monte-Carlo significance test.
More details about the portmanteau test statistics are available online from the vignette of this package.
This package can be also used to simulate univariate and multivariate data 
from seasonal/nonseasonal <code>ARIMA</code>/ <code>VARIMA</code> models with
innovations from finite or infinite variances from stable distributions. 
The simulated data may have deterministic terms, constant drifts and time trends, with non-zero means.

 package

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.

Esam Mahdi

portes

Portmanteau Tests for Time Series Models

portes-package function

Esam Mahdi and A. Ian McLeod.
Maintainer: Esam Mahdi &lt;emahdi2012@gmail.com&gt;

Package:	portes
Type:	Package
Version:	6.0
Date:	2023-06-06
LazyLoad:	yes
LazyData:	yes
Classification/ACM:	G.3, G.4, I.5.1
Classification/MSC:	62M10, 91B84
License:	GPL (>= 2)

portes-package: Portmanteau Tests for Time Series Models

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