Package: portes
Type: Package
Title: Portmanteau Tests for Univariate and Multivariate Time Series
        Models
Version: 5.0
Date: 2020-12-12
Authors@R: c(person("Esam", "Mahdi", role = c("aut", "cre"),
                     email = "emahdi@qu.edu.qa"),
              person("Ian", "McLeod", role = "ctb",
                     email = "aimcleod@uwo.ca"))
Author: Esam Mahdi [aut, cre],
  Ian McLeod [ctb]
Maintainer: Esam Mahdi <emahdi@qu.edu.qa>
Description: Contains common univariate and multivariate portmanteau test statistics in time series based on the asymptotic distributions and the Monte Carlo significance tests. Simulate univariate and multivariate data from seasonal and nonseasonal time series models. See Mahdi and McLeod (2012) <doi:10.1111/j.1467-9892.2011.00752.x> and
  Mahdi and McLeod (2020) <arXiv:2005.00931>.
Depends: parallel, forecast
Suggests: akima, car, fGarch, FitAR, fracdiff, gstat, tseries, vars
LazyLoad: yes
LazyData: yes
Classification/ACM: G.3, G.4, I.5.1
Classification/MSC: 62M10, 91B84
License: GPL (>= 2)
NeedsCompilation: no
Packaged: 2020-12-15 09:26:54 UTC; EM17548
Repository: CRAN
Date/Publication: 2020-12-15 12:40:03 UTC
