library(portes)
par(mfrow=c(2,3))
plot(gvtest(res.fd,1:60,order=2.45)[,4],ylim=c(0,1),pch=16,main="Generalized variance tests for Arfima(1,0.447,1)",ylab="p-value")
abline(h=0.05,lty=2)
但我运行时显示Error in gvtest(res.fd, 1:60, order = 2.45) :
could not find function "gvtest"
大家好，因portes包进行了更新，广义方差混成检验的函数gvtest改为了MahdiMcLeod 函数。函数名字是2012年
该改进方法的两位作者的名字Mahdi and McLeod 的组合形式 。 关于该检验方法，有兴趣的读者可以参考以下文字
查阅相关资料。感谢大家对本书的支持，我们将在下一版中进行更新。
the generalized variance portmanteau test of MahdiMcLeod for univariate time series
was derived by Pena and Rodriguez (2002) based on the gamma distribution. Lin and McLeod
(2006) proposed the Monte-Carlo version of this test and Mahdi and McLeod (2012) extended
both methods to the multivariate case. Simulation results suggest that the Monte-Carlo version of
MahdiMcLeod statistic is more accurate and powerful than its competitors proposed by Box and
Pierce (1970), Ljung and Box (1978), and Pena and Rodriguez (2002, 2006) in the univariate time
series as well as Hosking (1980) and Li and McLeod (1981) in the multivariate time series.
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