tsdiag {stats} R Documentation

## Diagnostic Plots for Time-Series Fits

### Description

A generic function to plot time-series diagnostics.

### Usage

tsdiag(object, gof.lag, ...)


### Arguments

 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

### Details

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.

### Value

None. Diagnostics are plotted.

arima, StructTS, Box.test

### Examples

require(graphics)

fit <- arima(lh, c(1,0,0))
tsdiag(fit)