Online Supplement to "Improved Generalized Variance Portmanteau Test" by Jen-Wen Lin & A.I. McLeod

R package:  zip format (for Windows) or tar ball (for Linux)

R script to check the positive-definiteness of the modified residual autocorrelation matrix.

R script to compute the asymptotic probabilities given in Table 1.

S-Plus dump with function and data.frame used to produce Figure 1.