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| portes-package | Portmanteau Tests for Time Series Models |
| BoxPierce | The Univariate-Multivariate Box and Pierce Portmanteau Test |
| CRSP | Monthly simple returns of the CRSP value-weighted index, 1926 to 1997 |
| DEXCAUS | Canada/US Foreign Exchanges Rates, Daily, Jan. 4, 1971 to Sept. 5, 1996. |
| fitstable | Fit Parameters to Stable Distributions, McCulloch (1986) |
| GetResiduals | Extract Residuals from Fitted ARIMA, VAR, or FGN Model |
| gvtest | Generalized Variance Portmanteau Test |
| Hosking | The Modified Multivariate Portmanteau Test, Hosking (1980) |
| house | The Monthly House Sales and House Starts. |
| ImpulseVMA | The Impulse Response Function in the Infinite MA or VMA Representation |
| InvertQ | Check Stationary and Invertibility of ARMA or VARMA Models |
| LiMcLeod | The Modified Multivariate Portmanteau Test, Li-McLeod (1981) |
| LjungBox | Ljung and Box Portmanteau Test |
| monthibmspln | The Monthly Log Returns of IBM Stock and the S&P 500 Index |
| monthintel | The Monthly Log Stock Returns of Intel Corporation from January 1973 to December 2003 |
| portest | Portmanteau Test Statistics |
| rstable | Generate Data From Stable Distributions |
| ToeplitzBlock | Toeplitz Block Matrix of Hosking (1980) Auto and Cross Correlation Matrices |
| varima.sim | Simulate Data From Nonseasonal ARIMA(p,d,q) or VARIMA(p,d,q) Models |
| vma.sim | Compute The Vector of Moving Average Model (VMA) |
| WestGerman | Quarterly, West German Investment, Income, and Consumption: 1960Q1-1982Q4 |