Portmanteau Tests for Time Series Models
Overview
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.
Install
Health
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Esam Mahdi <emahdi2012@gmail.com>’
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Authors@R: person(given = "Esam",
family = "Mahdi",
role = c("aut", "cre"),
email = "emahdi2012@gmail.com")
as necessary.- NOTE11 OK, 2 NOTE2026-06-09
- ERROR11 OK, 1 NOTE, 1 ERROR2026-06-08
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 20includes a package overview page
- Examples that run
- 94%16 run in a plain check · 1 never run
- Exported functions with examples
- 100%
- Documented parameters
- 94%
- Return-value docs
- 100%
- Help pages citing references
- 85%
Downloads
Dependencies
Installing portes adds 31 packages (17 with compiled code, 23 MB of source tarballs). Heaviest: ggplot2 6.0 MB, colorspace 2.0 MB, Rcpp 1.8 MB.
Code & Tests
Datasets
People & History
Maintainer since 2.1-4 (2017), previously A. Ian McLeod (1.04 to 2.1-3)
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- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- unarchivedReturned to CRAN2023-06-19
- 6.0Latest
- RR 4.3.0 released · 2023-04-21
- archivedRemoved from CRAN2022-05-23it uses archived package 'FitAR' unconditionally
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- unarchivedReturned to CRAN2020-12-15
- 5.02020-12-15 · diff ↗
- archivedRemoved from CRAN2020-05-17it uses archived package 'TSA' unconditionally
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 3.02018-07-19 · diff ↗
- RR 3.5.0 released · 2018-04-23
Show 17 earlier eventsHide 17 earlier events
- 2.1-4
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- 2.1-32014-08-08 · diff ↗
- RR 3.1.0 released · 2014-04-10
- 2.1-12013-10-17 · diff ↗
- 2-1
- 1.082013-04-11 · diff ↗
- RR 3.0.0 released · 2013-04-03
- RR 2.15.0 released · 2012-03-30
- RR 2.14.0 released · 2011-10-31
- RR 2.13.0 released · 2011-04-13
- 1.072011-03-29 · diff ↗ ·
removed 7 exports
blockToeplitz, FitStable, Get.Resid, GVStat, portes, simvarma, simvmaadded 7 exports
fitstable, GetResiduals, gvtest, portest, ToeplitzBlock, varima.sim, vma.sim - RR 2.12.0 released · 2010-10-15
- 1.042010-09-09
- RR 2.11.0 released · 2010-04-22
Package metadata
- First published
- 2010-09-09
- Total releases
- 10 / 16 yrs
- License
- GPL (>= 2) OSI · relicensed from CC BY-NC-SA 3.0 in 2-1
- Bundled data
- 38 KB / 7 files
- Download size
- 65 KB
Cite
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