portes: Portmanteau Tests for Time Series Models

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.

Version: 6.0
Imports: parallel, forecast (≥ 8.21), vars (≥ 1.5-9)
Published: 2023-06-18
DOI: 10.32614/CRAN.package.portes
Author: Esam Mahdi
Maintainer: Esam Mahdi <emahdi2012 at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: TimeSeries
CRAN checks: portes results


Reference manual: portes.pdf


Package source: portes_6.0.tar.gz
Windows binaries: r-devel: portes_6.0.zip, r-release: portes_6.0.zip, r-oldrel: portes_6.0.zip
macOS binaries: r-release (arm64): portes_6.0.tgz, r-oldrel (arm64): portes_6.0.tgz, r-release (x86_64): portes_6.0.tgz, r-oldrel (x86_64): portes_6.0.tgz
Old sources: portes archive


Please use the canonical form https://CRAN.R-project.org/package=portes to link to this page.