[R] [Stat related] Understanding Portmanteau test

[Prof Brian Ripley]

On Sat, 8 Nov 2008, RON70 wrote:

> Still waiting for some input. Did my question void forum rule in any manner?

It did go against the advice of the posting guide:

Questions about statistics: The R mailing lists are primarily intended for 
questions and discussion about the R software. However, questions about 
statistical methodology are sometimes posted. If the question is 
well-asked and of interest to someone on the list, it may elicit an 
informative up-to-date answer. See also the Usenet groups sci.stat.consult 
(applied statistics and consulting) and sci.stat.math (mathematical stat 
and probability).

and note that Wikipedia or a Google search would have answered your 
question.  That you needed to ask the sesond question suggests you are 
unfamiliar with the posting guide (see the footer of this and every R-help 
message).

See also ?Box.test for one example of such a test (as given by e.g.
http://en.wikipedia.org/wiki/Portmanteau_test).



>
>
> 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,
>>
>
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595