Simulate a univariate/multivariate data from seasonal and nonseasonal time series models. It implements the well-known univariate and multivariate portmanteau test statistics based on the asymptotic distributions and the Monte-Carlo significance tests.
| Version: |
2.1-4 |
| Depends: |
R (≥ 3.3.3), parallel |
| Suggests: |
fGarch, fracdiff, FitAR, FGN, TSA, vars, tseries, forecast, akima, gstat |
| Published: |
2017-05-05 |
| Author: |
Esam Mahdi and A. Ian McLeod |
| Maintainer: |
Esam Mahdi <emahdi at iugaza.edu.ps> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
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 |