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
DOI: 10.32614/CRAN.package.WeightedPortTest
Author: Thomas J. Fisher ORCID iD [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


Reference manual: WeightedPortTest.pdf


Package source: WeightedPortTest_1.1.tar.gz
Windows binaries: r-devel: WeightedPortTest_1.1.zip, r-release: WeightedPortTest_1.1.zip, r-oldrel: WeightedPortTest_1.1.zip
macOS binaries: r-release (arm64): WeightedPortTest_1.1.tgz, r-oldrel (arm64): WeightedPortTest_1.1.tgz, r-release (x86_64): WeightedPortTest_1.1.tgz, r-oldrel (x86_64): WeightedPortTest_1.1.tgz
Old sources: WeightedPortTest archive


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