portes
Portmanteau Tests for Time Series Models
Contains common univariate and multivariate portmanteau test statistics for time series models. These tests are based on using asymptotic distributions such as chi-square distribution and based on using the Monte Carlo significance tests. Also, it can be used to simulate from univariate and multivariate seasonal time series models.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
6.0 |
rolling linux/jammy R-4.5 | portes_6.0.tar.gz |
205.1 KiB |
6.0 |
rolling linux/noble R-4.5 | portes_6.0.tar.gz |
205.0 KiB |
6.0 |
rolling source/ R- | portes_6.0.tar.gz |
65.2 KiB |
6.0 |
latest linux/jammy R-4.5 | portes_6.0.tar.gz |
205.1 KiB |
6.0 |
latest linux/noble R-4.5 | portes_6.0.tar.gz |
205.0 KiB |
6.0 |
latest source/ R- | portes_6.0.tar.gz |
65.2 KiB |
6.0 |
2026-04-26 source/ R- | portes_6.0.tar.gz |
65.2 KiB |
6.0 |
2026-04-23 source/ R- | portes_6.0.tar.gz |
65.2 KiB |
6.0 |
2026-04-09 windows/windows R-4.5 | portes_6.0.zip |
208.1 KiB |
6.0 |
2025-04-20 source/ R- | portes_6.0.tar.gz |
65.2 KiB |