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 |
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:
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