Portmanteau Test for Normal and Stable innovations

Documentation for package `PRTest' version 1.0

boot.residuals.arima	generate residuals from a fitted arma model
CRSP	monthly simple returns of the CRSP value-weighted index, 1926 to 1997
DEXCAUS	Canada/US foreign exchanges rates, daily, Sept 6, 1996 to Sept. 5, 1996.
FitStable	Fit parameters to stable distribution
impARMA	impulse coefficients for ARMA model
LBStat	Evaluate Ljung-Box portmanteau statistic
LBTest	Ljung-Box portmanteau test
Mcalpha	internal function for FitStable
Mcbeta	internal function for FitStable
Mcmu	internal function for FitStable
MCPortmanteauTest	Monte-Carlo portmanteau tests
Mcsigma	internal function for FitStable
MCTable3	internal table for FitStable
MCTable4	internal table for FitStable
MCTable5	internal table for FitStable
MCTable7	internal table for FitStable
PRStat	Generalized variance test statistic
PRTest	Implements the Monte-Carlo testing methods discussed in the papers of Lin and McLeod (2006, 2007).
PRTest-package	Implements the Monte-Carlo testing methods discussed in the papers of Lin and McLeod (2006, 2007).
Returns	Simple returns
SimMA	Compute MA using convolve
SimulateARMA	Simulate ARMA time series. Gaussian or Stable innovations.