Package: portes
Type: Package
Title: Portmanteau Tests for Univariate and Multivariate Time Series
        Models
Version: 2.1-4
Date: 2017-05-05
Author: Esam Mahdi and A. Ian McLeod
Maintainer: Esam Mahdi <emahdi@iugaza.edu.ps>
URL: http://site.iugaza.edu.ps/emahdi/
Description: Simulate a univariate/multivariate data from seasonal and nonseasonal time series models. It implements the well-known univariate and multivariate portmanteau test statistics based on the asymptotic distributions and the Monte-Carlo significance tests.
Depends: R (>= 3.3.3), parallel
Suggests: fGarch, fracdiff, FitAR, FGN, TSA, vars, tseries, forecast,
        akima, gstat
LazyLoad: yes
LazyData: yes
Classification/ACM: G.3, G.4, I.5.1
Classification/MSC: 62M10, 91B84
License: GPL (>= 2)
NeedsCompilation: no
Packaged: 2017-05-05 18:53:04 UTC; Yousif
Repository: CRAN
Date/Publication: 2017-05-05 22:09:47 UTC
