Other packages > Find by keyword >

portes  

Portmanteau Tests for Time Series Models
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]
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:
1.04 (2010-09-09 13:04), 1.07 (2011-03-29 20:21), 1.08 (2013-04-11 07:00), 2-1 (2013-04-17 07:30), 2.1-1 (2013-10-17 07:55), 2.1-3 (2014-08-08 07:36), 2.1-4 (2017-05-06 00:09), 3.0 (2018-07-19 13:10), 5.0 (2020-12-15 13:40)
Other packages that cited portes R package
View portes citation profile
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
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

telemac  
R Interface to the TELEMAC Model Suite
An R interface to the TELEMAC suite for modelling of free surface flow. This includes methods for m ...
Download / Learn more Package Citations See dependency  
FSInteract  
Fast Searches for Interactions
Performs fast detection of interactions in large-scale data using the method of random intersection ...
Download / Learn more Package Citations See dependency  
CRANsearcher  
RStudio Addin for Searching Packages in CRAN Database Based on Keywords
One of the strengths of R is its vast package ecosystem. Indeed, R packages extend from visualizatio ...
Download / Learn more Package Citations See dependency  
donut  
Nearest Neighbour Search with Variables on a Torus
Finds the k nearest neighbours in a dataset of specified points, adding the option to wrap certain ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
EDOtrans  
Euclidean Distance-Optimized Data Transformation
A data transformation method which takes into account the special property of scale non-invariance w ...
Download / Learn more Package Citations See dependency  

23,310

R Packages

200,798

Dependencies

63,203

Author Associations

23,278

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA