WeightedPortTest: Weighted Portmanteau Tests for Time Series Goodness-of-fit
This packages contains the Weighted Portmanteau Tests as
described in "New Weighted Portmanteau Statistics for Time
Series Goodness-of-Fit Testing' accepted for publication by the
Journal of the American Statistical Association.
| Version: |
1.0 |
| Published: |
2012-05-24 |
| Author: |
Thomas J. Fisher and Colin M. Gallagher |
| Maintainer: |
Thomas J. Fisher <fishertho at umkc.edu> |
| License: |
GPL (≥ 3) |
| NeedsCompilation: |
no |
| In views: |
TimeSeries |
| CRAN checks: |
WeightedPortTest results |
Downloads: