{ "_id": "6a21562ccd65a98ecbd2e387", "Package": "portes", "Type": "Package", "Title": "Portmanteau Tests for Time Series Models", "Version": "6.0", "Author": "Esam Mahdi", "Maintainer": "Esam Mahdi ", "Description": "Contains common univariate and multivariate portmanteau\ntest statistics for time series models. These tests are based\non using asymptotic distributions such as chi-square\ndistribution and based on using the Monte Carlo significance\ntests. Also, it can be used to simulate from univariate and\nmultivariate seasonal time series models.", "License": "GPL (>= 2)", "Encoding": "UTF-8", "LazyData": "true", "NeedsCompilation": "no", "Packaged": { "Date": "2026-06-04 10:37:55 UTC", "User": "root" }, "Repository": "https://cran.r-universe.dev", "Date/Publication": "2023-06-18 21:20:02 UTC", "RemoteUrl": "https://github.com/cran/portes", "RemoteRef": "HEAD", "RemoteSha": "1b4e01206ed7b8835789caaf9ba84f1228be9c31", "MD5sum": "0ed45ce71c332f23a14dd038f89a8c7c", "_user": "cran", "_type": "src", "_file": "portes_6.0.tar.gz", "_fileid": "6850f1ad232f12d2c3ff135b15242424daeb04c9504905e46f0d9b99dc60eae4", "_filesize": 323001, "_sha256": "6850f1ad232f12d2c3ff135b15242424daeb04c9504905e46f0d9b99dc60eae4", "_created": "2026-06-04T10:37:55.000Z", "_published": "2026-06-04T10:40:44.795Z", "_distro": "noble", "_jobs": [ { "job": 79501085598, "time": 124, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7409331277" }, { "job": 79501085640, "time": 129, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7409333144" }, { "job": 79500625686, "time": 183, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7409292579" }, { "job": 79501085609, "time": 111, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7409327561" } ], "_buildurl": "https://github.com/r-universe/cran/actions/runs/26946461403", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/cran/portes", "_commit": { "id": "1b4e01206ed7b8835789caaf9ba84f1228be9c31", "author": "Esam Mahdi ", "committer": "cran-robot ", "message": "version 6.0\n", "time": 1687123202 }, "_maintainer": { "name": "Esam Mahdi", "email": "emahdi2012@gmail.com" }, "_registered": true, "_dependencies": [ { "package": "parallel", "role": "Imports" }, { "package": "forecast", "version": ">= 8.21", "role": "Imports" }, { "package": "vars", "version": ">= 1.5-9", "role": "Imports" } ], "_owner": "cran", "_selfowned": false, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 0, "_contributors": [ { "user": "angusian", "count": 1, "uuid": 62267905 } ], "_userbio": { "uuid": 6899542, "type": "organization", "name": "cran", "description": "Unofficial read-only mirror of all CRAN R packages" }, "_downloads": { "count": 625, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/portes" }, "_searchresults": 101, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/portes.html", "manual.pdf" ], "_realowner": "cran", "_cranurl": false, "_releases": [ { "version": "1.04", "date": "2010-09-09" }, { "version": "1.07", "date": "2011-03-29" }, { "version": "1.08", "date": "2013-04-11" }, { "version": "2-1", "date": "2013-04-17" }, { "version": "2.1-1", "date": "2013-10-17" }, { "version": "2.1-3", "date": "2014-08-08" }, { "version": "2.1-4", "date": "2017-05-05" }, { "version": "3.0", "date": "2018-07-19" }, { "version": "5.0", "date": "2020-12-15" }, { "version": "6.0", "date": "2023-06-19" } ], "_exports": [ "BoxPierce", "GetResiduals", "Hosking", "ImpulseVMA", "InvertQ", "LiMcLeod", "LjungBox", "MahdiMcLeod", "portest", "ToeplitzBlock", "varima.sim", "vma.sim" ], "_datasets": [ { "name": "CRSP", "title": "Monthly simple returns of the CRSP value-weighted index, 1926 to 1997", "object": "CRSP", "class": [ "numeric" ], "fields": [], "table": false, "tojson": true }, { "name": "DEXCAUS", "title": "Canada/US Foreign Exchanges Rates, Daily, Jan. 4, 1971 to Sept. 5, 1996.", "object": "DEXCAUS", "class": [ "ts" ], "fields": [], "table": false, "tojson": true }, { "name": "EconomicUK", "title": "Quarterly U.K. economic time series from 1957 Q3 to 1967 Q4", "object": "EconomicUK", "class": [ "mts", "ts", "matrix" ], "fields": [ "Cd", "Cn", "I", "Iv", "M", "Y", "Yd", "year" ], "rows": 44, "table": true, "tojson": true }, { "name": "GNPDEF", "title": "GNP Deflator for U.S. Inflation Data from January 01, 1947 to April 01, 2010.", "object": "GNPDEF", "class": [ "data.frame" ], "fields": [ "time", "GNPDEF" ], "rows": 254, "table": true, "tojson": true }, { "name": "IbmSp500", "title": "Monthly Returns of IBM and S&P 500 Index", "object": "IbmSp500", "class": [ "data.frame" ], "fields": [ "date", "ibm", "sp" ], "rows": 996, "table": true, "tojson": true }, { "name": "monthintel", "title": "The Monthly Log Stock Returns of Intel Corporation from January 1973 to December 2003", "object": "monthintel", "class": [ "data.frame" ], "fields": [ "ff...2." ], "rows": 372, "table": true, "tojson": true }, { "name": "WestGerman", "title": "Quarterly, West German Investment, Income, and Consumption: 1960Q1-1982Q4", "object": "WestGerman", "class": [ "data.frame" ], "fields": [ "invest", "income", "cons" ], "rows": 92, "table": true, "tojson": true } ], "_help": [ { "page": "portes-package", "title": "Portmanteau Tests for Time Series Models", "topics": [ "portes-package" ] }, { "page": "BoxPierce", "title": "The Univariate-Multivariate Box and Pierce Portmanteau Test", "topics": [ "BoxPierce" ] }, { "page": "CRSP", "title": "Monthly simple returns of the CRSP value-weighted index, 1926 to 1997", "topics": [ "CRSP" ] }, { "page": "DEXCAUS", "title": "Canada/US Foreign Exchanges Rates, Daily, Jan. 4, 1971 to Sept. 5, 1996.", "topics": [ "DEXCAUS" ] }, { "page": "EconomicUK", "title": "Quarterly U.K. economic time series from 1957 Q3 to 1967 Q4", "topics": [ "EconomicUK" ] }, { "page": "GetResiduals", "title": "Extract Residuals from ARIMA, VAR, or any Simulated Fitted Time Series Model", "topics": [ "GetResiduals" ] }, { "page": "GNPDEF", "title": "GNP Deflator for U.S. Inflation Data from January 01, 1947 to April 01, 2010.", "topics": [ "GNPDEF" ] }, { "page": "Hosking", "title": "The Modified Multivariate Portmanteau Test, Hosking (1980)", "topics": [ "Hosking" ] }, { "page": "IbmSp500", "title": "Monthly Returns of IBM and S&P 500 Index", "topics": [ "IbmSp500" ] }, { "page": "ImpulseVMA", "title": "The Impulse Response Function in the Infinite MA or VMA Representation", "topics": [ "ImpulseVMA" ] }, { "page": "InvertQ", "title": "Check Stationary and Invertibility of ARMA or VARMA Models", "topics": [ "InvertQ" ] }, { "page": "LiMcLeod", "title": "The Modified Multivariate Portmanteau Test, Li-McLeod (1981)", "topics": [ "LiMcLeod" ] }, { "page": "LjungBox", "title": "Ljung and Box Portmanteau Test", "topics": [ "LjungBox" ] }, { "page": "MahdiMcLeod", "title": "Generalized Variance Portmanteau Test", "topics": [ "MahdiMcLeod" ] }, { "page": "monthintel", "title": "The Monthly Log Stock Returns of Intel Corporation from January 1973 to December 2003", "topics": [ "monthintel" ] }, { "page": "portest", "title": "Portmanteau Test Statistics", "topics": [ "portest" ] }, { "page": "ToeplitzBlock", "title": "Toeplitz Block Matrix of Hosking (1980) Auto and Cross Correlation Matrices", "topics": [ "ToeplitzBlock" ] }, { "page": "varima.sim", "title": "Simulate Data From Seasonal/Nonseasonal ARIMA(p,d,q)*(ps,ds,qs)_s or VARIMA(p,d,q)*(ps,ds,qs)_s Models", "topics": [ "varima.sim" ] }, { "page": "vma.sim", "title": "Compute The Vector of Moving Average Model (VMA)", "topics": [ "vma.sim" ] }, { "page": "WestGerman", "title": "Quarterly, West German Investment, Income, and Consumption: 1960Q1-1982Q4", "topics": [ "WestGerman" ] } ], "_rundeps": [ "cli", "colorspace", "cpp11", "farver", "forecast", "fracdiff", "generics", "ggplot2", "glue", "gtable", "isoband", "labeling", "lattice", "lifecycle", "lmtest", "magrittr", "MASS", "nlme", "nnet", "R6", "RColorBrewer", "Rcpp", "RcppArmadillo", "rlang", "S7", "sandwich", "scales", "strucchange", "timeDate", "urca", "vars", "vctrs", "viridisLite", "withr", "zoo" ], "_score": 2.0043213737826426, "_indexed": true, "_nocasepkg": "portes", "_universes": [ "cran" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "6.0", "date": "2026-06-04T10:39:45.000Z", "distro": "noble", "commit": "1b4e01206ed7b8835789caaf9ba84f1228be9c31", "fileid": "e09b85a7f632d3b68a5a9b27cfe65f3b570cff3739c5395932bf349bb511f70c", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/26946461403" }, { "r": "4.6.0", "os": "linux", "version": "6.0", "date": "2026-06-04T10:39:55.000Z", "distro": "noble", "commit": "1b4e01206ed7b8835789caaf9ba84f1228be9c31", "fileid": "f6b251348ad20eee83ecc53fbbb4b2d381c34a3f7982ef272dd036e398c10177", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/26946461403" }, { "r": "4.6.0", "os": "wasm", "version": "6.0", "date": "2026-06-04T10:40:07.000Z", "commit": "1b4e01206ed7b8835789caaf9ba84f1228be9c31", "fileid": "7df182fa6a98fbfa2d4db4f0def7b979fbfb749982b086a6c96b3424b4c442af", "status": "success", "buildurl": "https://github.com/r-universe/cran/actions/runs/26946461403" } ] }