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Simultaneous Diagnostic Testing for Linear-Nonlinear Dependence in Time Series
Several goodness-of-fit tests have been proposed to detect linearity in ...
08/18/2020 ∙ by Esam Mahdi, et al. ∙
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A Powerful Portmanteau Test for Detecting Nonlinearity in Time Series
A new portmanteau test statistic is proposed for detecting nonlinearity ...
05/03/2020 ∙ by Esam Mahdi, et al. ∙
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portes: An R Package for Portmanteau Tests in Time Series Models
In this article, we introduce the R package portes with extensive illust...
05/02/2020 ∙ by Esam Mahdi, et al. ∙
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