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.


Reference manual

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install.packages("portes")

6.0 by Esam Mahdi, 3 years ago


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


Authors: Esam Mahdi


Documentation:   PDF Manual  


GPL (>= 2) license


Imports parallel, forecast, vars


See at CRAN