Weighted Portmanteau Tests for Time Series Goodness-of-fit

This packages contains the Weighted Portmanteau Tests as described in "New Weighted Portmanteau Statistics for Time Series Goodness-of-Fit Testing' accepted for publication by the Journal of the American Statistical Association.


Reference manual

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1.0 by Thomas J. Fisher, 9 years ago

Browse source code at https://github.com/cran/WeightedPortTest

Authors: Thomas J. Fisher and Colin M. Gallagher

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 3) license

See at CRAN