ts.diag {aTSA} | R Documentation |

## Diagnostics for ARIMA fits

### Description

Performs diagnostics for ARIMA model fitted by `arima`

or
`estimate`

with output of diagnostic plots.

### Usage

```
ts.diag(object, lag.seq = NULL)
```

### Arguments

`object` |
the result of an |

`lag.seq` |
the sequence of lag to calculate the Ljung-Box test statistics. The default
is |

### Details

This function is similar to `ts.diag`

in `stats`

package, but with
one more diagnostic plot for the normality of residuals. Also, the default sequence of lags
for a Ljung-Box test is set to be `seq(4,24,by = 4)`

if sample size `n > 24`

,
otherwise `seq(1,n,4)`

. This function has been automatically implemented in
`estimate`

function.

Diagnostics are plotted, including the ACF plot, PACF plot, p.value of white noise checking plot, and Q-Q plot for residuals.

### Value

A matrix for the result of white noise checking by Ljung-Box test.

### Author(s)

Debin Qiu

### Examples

```
x <- arima.sim(list(order = c(3,0,0),ar = c(0.2,0.4,-0.15)),n = 100)
fit <- estimate(x,p = 3) # same as fit <- arima(x,order = c(3,0,0))
ts.diag(fit)
```

[Package

*aTSA*version 3.1.2.1 Index]