On Sat, Nov 08, 2008 at 09:58:14PM -0800, RON70 wrote: > > Still waiting for some input. Did my question void forum rule in any manner?
No, no specific rule. It's just not a particularly easy question to answer, because it's not clear in what context you have seen the phrase "portmanteau test". Any given answer might be completely irrelevant and useless to you. > > 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? For what it's worth, the Cambridge Dictionary of Statistics defines a "portmanteau test" as a test for assessing the fit of models for time series in the presence of outliers. It provides a citation: Computational Statistics, 1994, 9, 301-310. I hope that helps. Andrew -- Andrew Robinson Department of Mathematics and Statistics Tel: +61-3-8344-6410 University of Melbourne, VIC 3010 Australia Fax: +61-3-8344-4599 http://www.ms.unimelb.edu.au/~andrewpr http://blogs.mbs.edu/fishing-in-the-bay/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
