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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1 |
rolling linux/jammy R-4.5 | WeightedPortTest_1.1.tar.gz |
26.1 KiB |
1.1 |
rolling linux/noble R-4.5 | WeightedPortTest_1.1.tar.gz |
26.0 KiB |
1.1 |
rolling source/ R- | WeightedPortTest_1.1.tar.gz |
5.5 KiB |
1.1 |
latest linux/jammy R-4.5 | WeightedPortTest_1.1.tar.gz |
26.1 KiB |
1.1 |
latest linux/noble R-4.5 | WeightedPortTest_1.1.tar.gz |
26.0 KiB |
1.1 |
latest source/ R- | WeightedPortTest_1.1.tar.gz |
5.5 KiB |
1.1 |
2026-04-26 source/ R- | WeightedPortTest_1.1.tar.gz |
5.5 KiB |
1.1 |
2026-04-23 source/ R- | WeightedPortTest_1.1.tar.gz |
5.5 KiB |
1.1 |
2026-04-09 windows/windows R-4.5 | WeightedPortTest_1.1.zip |
29.3 KiB |
1.1 |
2025-04-20 source/ R- | WeightedPortTest_1.1.tar.gz |
5.5 KiB |