Portmanteau {dse}R Documentation

Calculate Portmanteau statistic

Description

Calculate Portmanteau statistic.

Usage

    Portmanteau(res)

Arguments

res

A matrix with time-series residuals in columns.

See Also

informationTests

Examples

require("stats")
Portmanteau(matrix(rnorm(200), 100,2)) # but typically with a residual

[Package dse version 2020.2-1 Index]