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 |
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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