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portes
View on CRAN: Click
here
Download and install portes package within the R console
Install from CRAN:
install.packages("portes")
Install from Github:
library("remotes")
install_github("cran/portes")
Install by package version:
library("remotes")
install_version("portes", "6.0")
Attach the package and use:
library("portes")
Maintained by
Esam Mahdi
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2010-09-09
Latest Update: 2023-06-18
Description:
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.
How to cite:
Esam Mahdi (2010). portes: Portmanteau Tests for Time Series Models. R package version 6.0, https://cran.r-project.org/web/packages/portes. Accessed 03 Dec. 2024.
Previous versions and publish date:
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Other R packages that portes depends,
imports, suggests or enhances
Complete documentation for portes
Functions, R codes and Examples using
the portes R package
Some associated functions: BoxPierce . CRSP . DEXCAUS . EconomicUK . GNPDEF . GetResiduals . Hosking . IbmSp500 . ImpulseVMA . InvertQ . LiMcLeod . LjungBox . MahdiMcLeod . ToeplitzBlock . WestGerman . monthintel . portes-package . portest . varima.sim . vma.sim .
Some associated R codes: BoxPierce.R . GetResiduals.R . Hosking.R . ImpulseVMA.R . InvertQ.R . LiMcLeod.R . LjungBox.R . ToeplitzBlock.R . portest.R . varima.sim.R . vma.sim.R . Full portes package functions and examples
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