portes：一个用于时间序列模型Portmanteau检验的R包
portes: An R Package for Portmanteau Tests in Time Series Models
摘要：
在这篇文章中，我们介绍了R软件包端口与广泛的说明性应用。最流行的单变量和多变量的组合检验统计量，包括一个新的广义方差统计量的渐近分布和蒙特卡罗程序的时间序列模型，使用强大的并行计算框架设施，在这个包中实现。建议的软件包有一个通用的机制，用户可以计算检验统计量量的诊断检查的任何时间序列模型。该软件包还可用于模拟具有有限和无限方差的单变量和多变量季节性和非季节性ARIMA/VARIMA时间序列、检验平稳性和可逆性以及估计稳定分布的参数。
英文摘要：
In this article, we introduce the R package portes with extensive illustrative applications. The asymptotic distributions and the Monte Carlo procedures of the most popular univariate and multivariate portmanteau test statistics, including a new generalized variance statistic, for time series models using the powerful parallel computing framework facility, are implemented in this package. The proposed package has a general mechanism where the user can compute the test statistic for the diagnostic checking of any time series models. This package is also useful for simulating univariate and multivariate seasonal and nonseasonal ARIMA/VARIMA time series with finite and infinite variances, testing for stationarity and invertibility, and estimating parameters from stable distributions.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
