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 |
| Reference manual: | portes.pdf |
| Vignettes: |
Portmanteau Test Statistics |
| Package source: | portes_2.1-4.tar.gz |
| Windows binaries: | r-devel: portes_2.1-4.zip, r-release: portes_2.1-4.zip, r-oldrel: portes_2.1-4.zip |
| OS X binaries: | r-release: portes_2.1-4.tgz, r-oldrel: portes_2.1-4.tgz |
| Old sources: | portes archive |
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