tsdiag {stats} | R Documentation |
A generic function to plot time-series diagnostics.
tsdiag(object, gof.lag, ...)
object |
a fitted time-series model |
gof.lag |
the maximum number of lags for a Portmanteau goodness-of-fit test |
... |
further arguments to be passed to particular methods |
This is a generic function. It will generally plot the residuals,
often standardized, the autocorrelation function of the residuals, and
the p-values of a Portmanteau test for all lags up to gof.lag
.
The methods for arima
and StructTS
objects
plots residuals scaled by the estimate of their (individual) variance,
and use the Ljung–Box version of the portmanteau test.
None. Diagnostics are plotted.
## Not run: require(graphics) fit <- arima(lh, c(1,0,0)) tsdiag(fit) ## see also examples(arima) (fit <- StructTS(log10(JohnsonJohnson), type = "BSM")) tsdiag(fit) ## End(Not run)