Package: portes
Type: Package
Title: Portmanteau Tests for Univariate and Multivariate Time. Series
        Models
Version: 3.0
Date: 2018-07-16
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 and multivariate data from seasonal and nonseasonal time series models. It implements the popular univariate and multivariate portmanteau test statistics based on the asymptotic distributions and the Monte Carlo significance tests.
Depends: parallel, forecast
Suggests: akima, car, fGarch, FitAR, fracdiff, gstat, TSA, 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: 2018-07-19 10:56:53 UTC; EM17548
Repository: CRAN
Date/Publication: 2018-07-19 11:10:03 UTC
