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:Esam Mahdi

portes_6.0.tar.gz
portes_6.0.zip(r-4.7-any)portes_6.0.zip(r-4.6-any)
portes_6.0.tar.gz(r-4.7-any)portes_6.0.tar.gz(r-4.6-any)
portes_6.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
portes/json (API)

# Install 'portes' in R:
install.packages('portes', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:
  • 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
  • monthintel - The Monthly Log Stock Returns of Intel Corporation from January 1973 to December 2003
  • WestGerman - Quarterly, West German Investment, Income, and Consumption: 1960Q1-1982Q4

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.99 score 97 scripts 626 downloads 12 exports 35 dependencies

Last updated from:1b4e01206e. Checks:6 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK148
source / vignettesOK197
linux-releaseOK136
windows-develOK91
windows-releaseOK85
wasm-releaseOK121

Exports:BoxPierceGetResidualsHoskingImpulseVMAInvertQLiMcLeodLjungBoxMahdiMcLeodportestToeplitzBlockvarima.simvma.sim

Dependencies:clicolorspacecpp11farverforecastfracdiffgenericsggplot2gluegtableisobandlabelinglatticelifecyclelmtestmagrittrMASSnlmennetR6RColorBrewerRcppRcppArmadillorlangS7sandwichscalesstrucchangetimeDateurcavarsvctrsviridisLitewithrzoo