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-4.7)WeightedPortTest_1.1.zip(r-4.6)WeightedPortTest_1.1.zip(r-4.5)
WeightedPortTest_1.1.tgz(r-4.6-any)WeightedPortTest_1.1.tgz(r-4.5-any)
WeightedPortTest_1.1.tar.gz(r-4.7-any)WeightedPortTest_1.1.tar.gz(r-4.6-any)
WeightedPortTest_1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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 from:4c48709e36. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 103 | ||
| source / vignettes | OK | 101 | ||
| linux-release-x86_64 | OK | 95 | ||
| macos-release-arm64 | OK | 139 | ||
| macos-oldrel-arm64 | OK | 128 | ||
| windows-devel | OK | 144 | ||
| windows-release | OK | 70 | ||
| windows-oldrel | OK | 51 | ||
| wasm-release | OK | 78 |
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 |
