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 05 Jan. 2025.
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

GFisher  
Generalized Fisher's Combination Tests Under Dependence
Accurate and computationally efficient p-value calculation methods for a general family of Fisher ty ...
Download / Learn more Package Citations See dependency  
interplot  
Plot the Effects of Variables in Interaction Terms
Plots the conditional coefficients ("marginal effects") of variables included in multiplicative int ...
Download / Learn more Package Citations See dependency  
Maintainer: Yue Hu (view profile)
uclust  
Clustering and Classification Inference with U-Statistics
Clustering and classification inference for high dimension low sample size (HDLSS) data with U-stati ...
Download / Learn more Package Citations See dependency  
bama  
High Dimensional Bayesian Mediation Analysis
Perform mediation analysis in the presence of high-dimensional mediators based on the potential out ...
Download / Learn more Package Citations See dependency  
ENMeval  
Automated Tuning and Evaluations of Ecological Niche Models
Runs ecological niche models over all combinations of user-defined settings (i.e., tuning), performs ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  

23,440

R Packages

202,297

Dependencies

63,567

Author Associations

23,434

Publication Badges

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