• WeightedPortTest

  • Referenced in 11 articles [sw12429]
  • WeightedPortTest: Weighted Portmanteau Tests for Time Series Goodness-of-fit. This packages contains the Weighted ... Portmanteau Tests as described in ”New Weighted Portmanteau Statistics for Time Series Goodness ... Testing’ accepted for publication by the Journal of the American Statistical Association: We exploit ideas ... dimensional data analysis to derive new portmanteau tests that are based on the trace...
  • portes

  • Referenced in 2 articles [sw32635]
  • package portes: Portmanteau Tests for Univariate and Multivariate Time. Series Models. Simulate a univariate ... implements the popular univariate and multivariate portmanteau test statistics based on the asymptotic distributions...
  • xtserialpm

  • Referenced in 0 articles [sw37541]
  • portmanteau test for serial correlation in a linear panel model. We introduce the command xtserialpm ... perform the portmanteau test developed in Jochmans (2019, Cambridge Working Papers in Economics ... test is different from the related portmanteau test of Inoue and Solon (2006, Econometric Theory...
  • JMulTi

  • Referenced in 32 articles [sw00477]
  • JMulTi was originally designed as a tool for...
  • NAG

  • Referenced in 419 articles [sw00610]
  • Produced by experts for use in a variety...
  • R

  • Referenced in 8776 articles [sw00771]
  • R is a language and environment for statistical...
  • MINITAB

  • Referenced in 201 articles [sw02865]
  • Analyze your data and improve your products and...
  • SPSS

  • Referenced in 639 articles [sw04269]
  • SPSS is a computer program used for survey...
  • CAViaR

  • Referenced in 158 articles [sw04424]
  • CAViaR: Conditional autoregressive value at risk by regression...
  • lmtest

  • Referenced in 17 articles [sw04478]
  • R package lmtest: Testing Linear Regression Models , A...
  • forecast

  • Referenced in 118 articles [sw04505]
  • R package forecast: Forecasting functions for time series...
  • vars

  • Referenced in 32 articles [sw04507]
  • R package vars: VAR Modelling , Estimation, lag selection...
  • fBasics

  • Referenced in 15 articles [sw04508]
  • fBasics: Rmetrics - Markets and Basic Statistics , Environment for...
  • tseries

  • Referenced in 34 articles [sw04509]
  • R package tseries: Time series analysis and computational...
  • fda (R)

  • Referenced in 1368 articles [sw04511]
  • fda: Functional Data Analysis , These functions were developed...
  • STABLE

  • Referenced in 108 articles [sw04843]
  • The program calculates the density (pdf), cumulative distribution...
  • MNM

  • Referenced in 44 articles [sw06075]
  • R package MNM: Multivariate Nonparametric Methods. An Approach...
  • SAS

  • Referenced in 1514 articles [sw06377]
  • SAS (Statistical Analysis System) is an integrated system...
  • Rmpi

  • Referenced in 30 articles [sw08052]
  • Rmpi: Interface (Wrapper) to MPI (Message-Passing Interface...