std_resid {BETS}R Documentation

Plot standardized residuals

Description

Uses a model object to create a plot of standardized residuals. This model can be an Arima or an arima. In a near future, this function will also accept objects returned by grnn.train.

Usage

std_resid(model, alpha = 0.05)

Arguments

model

An Arima or an arima object. The model.

alpha

A numeric between 0 and 1. The significance level.

Value

Besides showing the plot, this function returns a numeric vector containing the standardized residuals.

Author(s)

Talitha Speranza talitha.speranza@fgv.br


[Package BETS version 0.4.9 Index]