Weighted Portmanteau Tests for Time Series Goodness-of-Fit


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Documentation for package ‘WeightedPortTest’ version 1.1

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WeightedPortTest-package Weighted Portmanteau Test procedures for Time Series Goodness-of-fit
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Weighted.LM.test Weighted Portmanteau Test for Fitted ARCH process
WeightedPortTest Weighted Portmanteau Test procedures for Time Series Goodness-of-fit