Simulate a univariate and multivariate data from seasonal and nonseasonal time series models. It implements the popular univariate and multivariate portmanteau test statistics based on the asymptotic distributions and the Monte Carlo significance tests.
| Version: | 3.0 |
| Depends: | parallel, forecast |
| Suggests: | akima, car, fGarch, FitAR, fracdiff, gstat, TSA, tseries, vars |
| Published: | 2018-07-19 |
| 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_3.0.tar.gz |
| Windows binaries: | r-devel: portes_3.0.zip, r-devel-gcc8: portes_3.0.zip, r-release: portes_3.0.zip, r-oldrel: portes_3.0.zip |
| OS X binaries: | r-release: portes_3.0.tgz, r-oldrel: portes_3.0.tgz |
| Old sources: | portes archive |
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