Package: portes 6.0
Esam Mahdi
portes: Portmanteau Tests for Time Series Models
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.
Authors:
portes_6.0.tar.gz
portes_6.0.tar.gz(r-4.5-noble)portes_6.0.tar.gz(r-4.4-noble)
portes_6.0.tgz(r-4.4-emscripten)portes_6.0.tgz(r-4.3-emscripten)
portes.pdf |portes.html✨
portes/json (API)
| # Install 'portes' in R: |
| install.packages('portes', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- CRSP - Monthly simple returns of the CRSP value-weighted index, 1926 to 1997
- DEXCAUS - Canada/US Foreign Exchanges Rates, Daily, Jan. 4, 1971 to Sept. 5, 1996.
- EconomicUK - Quarterly U.K. economic time series from 1957 Q3 to 1967 Q4
- GNPDEF - GNP Deflator for U.S. Inflation Data from January 01, 1947 to April 01, 2010.
- IbmSp500 - Monthly Returns of IBM and S&P 500 Index
- WestGerman - Quarterly, West German Investment, Income, and Consumption: 1960Q1-1982Q4
- monthintel - The Monthly Log Stock Returns of Intel Corporation from January 1973 to December 2003
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 2 years agofrom:1b4e01206e. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 06 2024 |
| R-4.5-linux | OK | Dec 06 2024 |
Exports:BoxPierceGetResidualsHoskingImpulseVMAInvertQLiMcLeodLjungBoxMahdiMcLeodportestToeplitzBlockvarima.simvma.sim
Dependencies:clicolorspacecurlfansifarverforecastfracdiffgenericsggplot2gluegtableisobandjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvmunsellnlmennetpillarpkgconfigquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangsandwichscalesstrucchangetibbletimeDatetseriesTTRurcautf8varsvctrsviridisLitewithrxtszoo
