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.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("WeightedPortTest")

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