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
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
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

RBPcurve  
The Residual-Based Predictiveness Curve
The RBP curve is a visual tool to assess the performance of prediction models. ...
Download / Learn more Package Citations See dependency  
inferference  
Methods for Causal Inference with Interference
Provides methods for estimating causal effects in the presence of interference described in B. Saul ...
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  
simcdm  
Simulate Cognitive Diagnostic Model ('CDM') Data
Provides efficient R and 'C++' routines to simulate cognitive diagnostic model data for Deterministi ...
Download / Learn more Package Citations See dependency  
c212  
Methods for Detecting Safety Signals in Clinical Trials Using Body-Systems (System Organ Classes)
Methods for detecting safety signals in clinical trials using groupings of adverse events by body-sy ...
Download / Learn more Package Citations See dependency  
ROI.plugin.highs  
'HiGHS' Plugin for the 'R' Optimization Infrastructure
Enhances the 'R' Optimization Infrastructure ('ROI') package with the quadratic solver 'HiGHS'. Mor ...
Download / Learn more Package Citations See dependency  

22,187

R Packages

188,753

Dependencies

55,244

Author Associations

22,188

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net. Contact Us / Suggestions / Concerns