portes: Portmanteau Tests for Univariate and Multivariate Time Series Models

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

Downloads:

Reference manual: portes.pdf
Package source: portes_2.1-3.tar.gz
Windows binaries: r-devel: portes_2.1-3.zip, r-release: portes_2.1-3.zip, r-oldrel: portes_2.1-3.zip
OS X Mavericks binaries: r-release: portes_2.1-3.tgz, r-oldrel: portes_2.1-3.tgz
Old sources: portes archive

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