Package: WeightedPortTest 1.1
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.
Authors:
WeightedPortTest_1.1.tar.gz
WeightedPortTest_1.1.zip(r-4.5)WeightedPortTest_1.1.zip(r-4.4)WeightedPortTest_1.1.zip(r-4.3)
WeightedPortTest_1.1.tgz(r-4.4-any)WeightedPortTest_1.1.tgz(r-4.3-any)
WeightedPortTest_1.1.tar.gz(r-4.5-noble)WeightedPortTest_1.1.tar.gz(r-4.4-noble)
WeightedPortTest_1.1.tgz(r-4.4-emscripten)WeightedPortTest_1.1.tgz(r-4.3-emscripten)
WeightedPortTest.pdf |WeightedPortTest.html✨
WeightedPortTest/json (API)
# Install 'WeightedPortTest' in R: |
install.packages('WeightedPortTest', repos = c('https://tjfisher19.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/tjfisher19/weightedporttest/issues
Last updated 2 years agofrom:4c48709e36. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 16 2024 |
R-4.5-win | OK | Nov 16 2024 |
R-4.5-linux | OK | Nov 16 2024 |
R-4.4-win | OK | Nov 16 2024 |
R-4.4-mac | OK | Nov 16 2024 |
R-4.3-win | OK | Nov 16 2024 |
R-4.3-mac | OK | Nov 16 2024 |
Exports:Weighted.Box.testWeighted.LM.test
Dependencies:
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Weighted Portmanteau Test procedures for Time Series Goodness-of-fit | WeightedPortTest-package WeightedPortTest |
Weighted Portmanteau Test | Weighted.Box.test |
Weighted Portmanteau Test for Fitted ARCH process | Weighted.LM.test |