Sorry to be off-topic. Can somebody please explain me what is Portmanteau test? Why it's name is like that? When I would say, a particular test is portmanteau test? I did some googling but got no satisfactory answer at all. Please anybody help for understanding that? Regards, -- View this message in context: http://www.nabble.com/-Stat-related--Understanding-Portmanteau-test-tp20393010p20393010.html Sent from the R help mailing list archive at Nabble.com.
Still waiting for some input. Did my question void forum rule in any manner? RON70 wrote:> > Sorry to be off-topic. Can somebody please explain me what is Portmanteau > test? Why it's name is like that? When I would say, a particular test is > portmanteau test? I did some googling but got no satisfactory answer at > all. Please anybody help for understanding that? > > Regards, >-- View this message in context: http://www.nabble.com/-Stat-related--Understanding-Portmanteau-test-tp20393010p20403766.html Sent from the R help mailing list archive at Nabble.com.
On 8/11/2008, at 5:48 PM, RON70 wrote:> > Sorry to be off-topic. Can somebody please explain me what is > Portmanteau > test? Why it's name is like that? When I would say, a particular > test is > portmanteau test? I did some googling but got no satisfactory > answer at all. > Please anybody help for understanding that?The ``Portmanteau test'' is the name often given to the Box-Pierce or modified Box-Pierce (Box-Ljung or Ljung-Box-Pierce) statistic. See e.g. Jonathan Cryer, ``Time Series Analysis'', Duxbury 1986, page 153. It is called the Portmanteau test because it packs a bunch of tests into a single ``suitcase''. (``Portmanteau'' is an old-fashioned word for suitcase.) HTH. cheers, Rolf Turner ###################################################################### Attention:\ This e-mail message is privileged and confid...{{dropped:9}}