This package contains a set of portmanteau diagnostic
checks for univariate and multivariate time series.
| Version: |
2.1-3 |
| Depends: |
R (≥ 2.14.0), parallel |
| Suggests: |
fGarch, FitAR, FGN, TSA, vars, tseries, forecast, akima |
| Published: |
2014-08-08 |
| Author: |
Esam Mahdi, Ken Jinkun Xiao and A. Ian McLeod |
| Maintainer: |
A. Ian McLeod <aim at stats.uwo.ca> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
http://www.stats.uwo.ca/faculty/aim and
http://site.iugaza.edu.ps/emahdi |
| NeedsCompilation: |
no |
| Classification/ACM: |
G.3, G.4, I.5.1 |
| Classification/MSC: |
62M10, 91B84 |
| Citation: |
portes citation info |
| In views: |
TimeSeries |
| CRAN checks: |
portes results |