R: Portmanteau Tests for Time Series Models

# Portmanteau Tests for Time Series Models

## Documentation for package ‘portes’ version 6.0

- DESCRIPTION file

## Help Pages

portes-package | Portmanteau Tests for Time Series Models
BoxPierce | The Univariate-Multivariate Box and Pierce Portmanteau Test
CRSP | Monthly simple returns of the CRSP value-weighted index, 1926 to 1997
DEXCAUS | Canada/US Foreign Exchanges Rates, Daily, Jan. 4, 1971 to Sept. 5, 1996.
EconomicUK | Quarterly U.K. economic time series from 1957 Q3 to 1967 Q4
GetResiduals | Extract Residuals from ARIMA, VAR, or any Simulated Fitted Time Series Model
GNPDEF | GNP Deflator for U.S. Inflation Data from January 01, 1947 to April 01, 2010.
Hosking | The Modified Multivariate Portmanteau Test, Hosking (1980)
IbmSp500 | Monthly Returns of IBM and S&P 500 Index
ImpulseVMA | The Impulse Response Function in the Infinite MA or VMA Representation
InvertQ | Check Stationary and Invertibility of ARMA or VARMA Models
LiMcLeod | The Modified Multivariate Portmanteau Test, Li-McLeod (1981)
LjungBox | Ljung and Box Portmanteau Test
MahdiMcLeod | Generalized Variance Portmanteau Test
monthintel | The Monthly Log Stock Returns of Intel Corporation from January 1973 to December 2003
portest | Portmanteau Test Statistics
ToeplitzBlock | Toeplitz Block Matrix of Hosking (1980) Auto and Cross Correlation Matrices
varima.sim | Simulate Data From Seasonal/Nonseasonal ARIMA(p,d,q)*(ps,ds,qs)_s or VARIMA(p,d,q)*(ps,ds,qs)_s Models
vma.sim | Compute The Vector of Moving Average Model (VMA)
WestGerman | Quarterly, West German Investment, Income, and Consumption: 1960Q1-1982Q4