Portmanteau               package:dse1               R Documentation

_C_a_l_c_u_l_a_t_e _P_o_r_t_m_a_n_t_e_a_u _s_t_a_t_i_s_t_i_c

_D_e_s_c_r_i_p_t_i_o_n:

     Calculate Portmanteau statistic.

_U_s_a_g_e:

         Portmanteau(res)

_A_r_g_u_m_e_n_t_s:

   model: A matrix with time-series residuals in columns.

_S_e_e _A_l_s_o:

     `information.tests'

_E_x_a_m_p_l_e_s:

     if(is.R()) require("ts")
     Portmanteau(matrix(rnorm(200), 100,2)) # but typically with a residual

