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:

Reference manual: WeightedPortTest.pdf
Package source: WeightedPortTest_1.0.tar.gz
Windows binaries: r-devel: WeightedPortTest_1.0.zip, r-release: WeightedPortTest_1.0.zip, r-oldrel: WeightedPortTest_1.0.zip
macOS binaries: r-release: WeightedPortTest_1.0.tgz, r-oldrel: WeightedPortTest_1.0.tgz

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