PRTest-package {PRTest} | R Documentation |
Package: | PRTest |
Type: | Package |
Version: | 1.0 |
Date: | 2007-05-16 |
License: | GPL Version 2 or later |
A.I. McLeod, aimcleod@uwo.ca
Lin, J.W. and McLeod, A.I. (2006). Improved Pena-Rodriguez Portmanteau Test. Computational Statistics and Data Analysis, 51, 1731-1738.
Lin, J.W. and McLeod, A.I. (2007, accepted). Portmanteau Tests for ARMA Models with Infinite Variance. Journal of Time Series Analysis.
# #Gaussian Case, test AR(2) for adequacy lynx.AR2<-arima(log(lynx), c(2,0,0)) PRTest(lynx.AR2) # #testing for randomness