portes: Portmanteau Tests for Time Series Models

This package contains a set of portmanteau diagnostic checks for univariate and multivariate time series.

Version: 1.07
Depends: R (≥ 2.0.0), FitAR, akima
Suggests: FGN, forecast, vars, snow
Published: 2011-03-29
Author: Esam Mahdi and A. Ian McLeod
Maintainer: A. Ian McLeod <aim at stats.uwo.ca>
License: GPL (≥ 2)
URL: http://www.stats.uwo.ca/faculty/aim
Classification/ACM: G.3, G.4, I.5.1
Classification/MSC: 62M10, 91B84
CRAN checks: portes results

Downloads:

Package source: portes_1.07.tar.gz
MacOS X binary: portes_1.07.tgz
Windows binary: portes_1.07.zip
Reference manual: portes.pdf
Vignettes: Performance of gvtest: Power Simulations Comparing
Performance of gvtest: Power Simulations Comparing
Old sources: portes archive