WeightedPortTest: Weighted Portmanteau Tests for Time Series Goodness-of-Fit
An implementation of the Weighted Portmanteau Tests described in "New Weighted Portmanteau Statistics for Time Series Goodness-of-Fit Testing" published by the Journal of the American Statistical Association, Volume 107, Issue 498, pages 777-787, 2012.
| Version: | 1.1 |
| Published: | 2023-05-24 |
| DOI: | 10.32614/CRAN.package.WeightedPortTest |
| Author: | Thomas J. Fisher 
[aut, cre],
Colin M. Gallagher [aut] |
| Maintainer: | Thomas J. Fisher <fishert4 at miamioh.edu> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| In views: | TimeSeries |
| CRAN checks: | WeightedPortTest results |
Documentation:
| Reference manual: | WeightedPortTest.pdf |
Downloads:
| Package source: | WeightedPortTest_1.1.tar.gz |
| Windows binaries: | r-devel: WeightedPortTest_1.1.zip, r-release: WeightedPortTest_1.1.zip, r-oldrel: WeightedPortTest_1.1.zip |
| macOS binaries: | r-release (arm64): WeightedPortTest_1.1.tgz, r-oldrel (arm64): WeightedPortTest_1.1.tgz, r-release (x86_64): WeightedPortTest_1.1.tgz, r-oldrel (x86_64): WeightedPortTest_1.1.tgz |
| Old sources: | WeightedPortTest archive |
Linking:
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