tsdiag.TAR {TSA} | R Documentation |
Model diagnostics for a fitted TAR model
Description
The time series plot and the sample ACF of the standardized residuals are plotted. Also, a portmanteau test for detecting residual correlations in the standardized residuals are carried out.
Usage
## S3 method for class 'TAR'
tsdiag(object, gof.lag, col = "red",xlab = "t", ...)
Arguments
object |
a fitted TAR model output from the tar function |
gof.lag |
number of lags of ACF to be examined |
col |
color of the lines flagging outliers, etc. |
xlab |
x labels for the plots |
... |
any additional user-supplied options to be passed to the acf function |
Value
Side effects: plot the time-series plot of the standardized residuals, their sample ACF and portmanteau test for residual autocorrelations in the standardized errors.
Author(s)
Kung-Sik Chan
References
"Time Series Analysis, with Applications in R" by J.D. Cryer and K.S. Chan
See Also
Examples
data(prey.eq)
prey.tar.1=tar(y=log(prey.eq),p1=4,p2=4,d=3,a=.1,b=.9,print=TRUE)
tsdiag(prey.tar.1)
[Package TSA version 1.3.1 Index]