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Portmanteau Tests for Time Series Models

v6.0 · Jun 18, 2023 · GPL (>= 2)

Description

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.

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CRAN Check Status

2 NOTE
12 OK
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r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (2 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

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.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

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.

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

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.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

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.

Dependency Network

Dependencies Reverse dependencies forecast vars portes

Version History

new 6.0 Mar 10, 2026
updated 6.0 ← 5.0 diff Jun 18, 2023
updated 5.0 ← 3.0 diff Dec 14, 2020
updated 3.0 ← 2.1-4 diff Jul 18, 2018
updated 2.1-4 ← 2.1-3 diff May 5, 2017
updated 2.1-3 ← 2.1-1 diff Aug 7, 2014
updated 2.1-1 ← 2-1 diff Oct 16, 2013
updated 2-1 ← 1.08 diff Apr 16, 2013
updated 1.08 ← 1.07 diff Apr 10, 2013
updated 1.07 ← 1.04 diff Mar 28, 2011
new 1.04 Sep 8, 2010