portes (Q5984234)
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Portmanteau Tests for Time Series Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | portes |
Portmanteau Tests for Time Series Models |
Statements
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.
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18 June 2023
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expanded from: GPL (≥ 2) (English)
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