Portmanteau Tests for Time Series Models

Documentation for package ‘portes’ version 6.0

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