Title: Portmanteau Tests for Time Series Models
Packaged: 2011-03-29 16:38:07 UTC; Ashraf_Israa

Title: Portmanteau Tests for Univariate and Multivariate Time Series
Suggests: fGarch, FitAR, FGN, TSA, vars, tseries, forecast, akima

Maintainer: A. Ian McLeod <aimcleod@uwo.ca>
Packaged: 2013-10-17 00:59:31 UTC; IanMcLeod

Author: Esam Mahdi, Ken Jinkun Xiao and A. Ian McLeod
Packaged: 2014-08-08 00:47:41 UTC; IanMcLeod

Description: Simulate a univariate/multivariate data from seasonal and nonseasonal time series models. It implements the well-known univariate and multivariate portmanteau test statistics based on the asymptotic distributions and the Monte-Carlo significance tests.
Suggests: fGarch, fracdiff, FitAR, FGN, TSA, vars, tseries, forecast,

Title: Portmanteau Tests for Univariate and Multivariate Time. Series
Description: Simulate a univariate and multivariate data from seasonal and nonseasonal time series models. It implements the popular univariate and multivariate portmanteau test statistics based on the asymptotic distributions and the Monte Carlo significance tests.
Suggests: akima, car, fGarch, FitAR, fracdiff, gstat, TSA, tseries,

Authors@R: c(person("Esam", "Mahdi", role = c("aut", "cre"),
Description: Contains common univariate and multivariate portmanteau test statistics in time series based on the asymptotic distributions and the Monte Carlo significance tests. Simulate univariate and multivariate data from seasonal and nonseasonal time series models. See Mahdi and McLeod (2012) <doi:10.1111/j.1467-9892.2011.00752.x> and
Suggests: akima, car, fGarch, FitAR, fracdiff, gstat, tseries, vars

Author: Jeff Enos <jeff@kanecap.com> and David Kane <dave@kanecap.com>
Description: Classes for analysing and implementing portfolios.
Packaged: Thu Nov 17 10:34:00 2005; enos

Depends: R (>= 2.0.0), methods, graphics, grid, lattice
Packaged: Sun Jan  1 17:51:33 2006; enos

Packaged: Wed Apr 12 10:20:44 2006; enos

Packaged: Sun Jun 18 20:56:42 2006; enos

Author: Jeff Enos <jeff@kanecap.com> and David Kane <dave@kanecap.com>, with contributions from Daniel Gerlanc <daniel@gerlanc.com> and Kyle Campbell <Kyle.W.Campbell@williams.edu>
Description: Classes for analysing and implementing equity portfolios.
Depends: R (>= 2.0.0), methods, graphics, grid, lattice, nlme
Packaged: Sun Oct  1 21:51:44 2006; enos