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

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