portes
type: Item
instance of: R package
description: Contains common univariate and multivariate portmanteau test statistics for time series models. These tests are based on using asymptotic distributions such as chi-square distribution and based on using the Monte Carlo significance tests. Also, it can be used to simulate from univariate and multivariate seasonal time series models.
last update: 2023-06-18T00:00:00Z
software version identifier: 1.04
software version identifier: 1.07
software version identifier: 1.08
software version identifier: 2-1
software version identifier: 2.1-1
software version identifier: 2.1-3
software version identifier: 2.1-4
software version identifier: 3.0
software version identifier: 5.0
software version identifier: 6.0
author: Esam Mahdi
maintained by: Esam Mahdi
copyright license: GNU General Public License, version 2.0
copyright license: GNU General Public License, version 3.0
imports: parallel
imports: forecast
imports: vars
CRAN project: portes
MaRDI profile type: MaRDI software profile
programmed in: R
description: Portmanteau Tests for Time Series Models