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Portmanteau Tests for Time Series Models

0packages depend
8.5Kdownloads / year
–test coverage
11/13flavors OK

Overview

About

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

CRAN checks
2NOTE11OK
Check messages
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Esam Mahdi <emahdi2012@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Esam",
                    family = "Mahdi",
                    role = c("aut", "cre"),
                    email = "emahdi2012@gmail.com")
as necessary.

CRAN check page ↗

Slowest check: 2.1 min · r-oldrel-windows-x86_64
Status changes
  • NOTE11 OK, 2 NOTE2026-06-09
  • ERROR11 OK, 1 NOTE, 1 ERROR2026-06-08
  • NOTE12 OK, 2 NOTE2026-03-10
Advisories

none known

Documentation

In release 6.0
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
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

8.5K
CRAN downloads in the past year
Rank #3,655 · ~23/day · ~709/mo
Daily download trend is not available in this view yet.
1.6K30 days
2.7K90 days
8.5K1 year
Compare downloads with other packages →
Also on91 r2u7 autocran141 c2d4u

Dependencies

Declared dependencies
2 external dependencies (excludes base and recommended)

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.

Depends (0)
none
Imports (3)
parallelforecastvars
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (from the free-text Author field) (1)

Maintainer since 2.1-4 (2017), previously A. Ian McLeod (1.04 to 2.1-3)

Listed in earlier versions (3)
Show 3 peopleHide 3 people
A. Ian McLeod
no longer listed · 1.04 to 3.0
Ken Jinkun Xiao
no longer listed · 2.1-3
Ian McLeod
no longer listed · 5.0
Releases (10)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • unarchivedReturned to CRAN
    2023-06-19
  • 6.0Latest
    record
    2023-06-19 · current release · diff ↗ ·
    removed 2 exports
    fitstable, rStable
  • R
    R 4.3.0 released · 2023-04-21
  • archivedRemoved from CRAN
    2022-05-23
    it uses archived package 'FitAR' unconditionally
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • unarchivedReturned to CRAN
    2020-12-15
  • 5.0
    record
    2020-12-15 · diff ↗
  • archivedRemoved from CRAN
    2020-05-17
    it uses archived package 'TSA' unconditionally
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • 3.0
    record
    2018-07-19 · diff ↗
  • R
    R 3.5.0 released · 2018-04-23
Show 17 earlier eventsHide 17 earlier events
  • 2.1-4
    record
    2017-05-06 · diff ↗ ·
    removed 1 export
    gvtest
    added 1 export
    MahdiMcLeod
  • R
    R 3.4.0 released · 2017-04-21
  • R
    R 3.3.0 released · 2016-05-03
  • R
    R 3.2.0 released · 2015-04-16
  • 2.1-3
    record
    2014-08-08 · diff ↗
  • R
    R 3.1.0 released · 2014-04-10
  • 2.1-1
    record
    2013-10-17 · diff ↗
  • 2-1
    record
    2013-04-17 · diff ↗ ·
    removed 1 export
    rstable
    added 1 export
    rStable
  • 1.08
    record
    2013-04-11 · diff ↗
  • R
    R 3.0.0 released · 2013-04-03
  • R
    R 2.15.0 released · 2012-03-30
  • R
    R 2.14.0 released · 2011-10-31
  • R
    R 2.13.0 released · 2011-04-13
  • 1.07
    record
    2011-03-29 · diff ↗ ·
    removed 7 exports
    blockToeplitz, FitStable, Get.Resid, GVStat, portes, simvarma, simvma
    added 7 exports
    fitstable, GetResiduals, gvtest, portest, ToeplitzBlock, varima.sim, vma.sim
  • R
    R 2.12.0 released · 2010-10-15
  • 1.04
    record
    2010-09-09
  • R
    R 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
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("portes")

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for portes version 6.0 [Data set]. HJJB, LLC. Data release v2026-10-19. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-19, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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