| quantileResidualPlot {uGMAR} | R Documentation |
DEPRECATED, USE quantile_residual_plot INSTEAD! Plot quantile residual time series and histogram
Description
quantileResidualsPlot plots quantile residual time series and histogram.
DEPRECATED, USE quantile_residual_plot INSTEAD!
Usage
quantileResidualPlot(gsmar)
Arguments
gsmar |
a class 'gsmar' object, typically generated by |
Details
DEPRECATED, USE quantile_residual_plot INSTEAD!
Value
Only plots to a graphical device and doesn't return anything.
References
Galbraith, R., Galbraith, J. 1974. On the inverses of some patterned matrices arising in the theory of stationary time series. Journal of Applied Probability 11, 63-71.
Kalliovirta L. (2012) Misspecification tests based on quantile residuals. The Econometrics Journal, 15, 358-393.
Kalliovirta L., Meitz M. and Saikkonen P. 2015. Gaussian Mixture Autoregressive model for univariate time series. Journal of Time Series Analysis, 36(2), 247-266.
Meitz M., Preve D., Saikkonen P. 2023. A mixture autoregressive model based on Student's t-distribution. Communications in Statistics - Theory and Methods, 52(2), 499-515.
Virolainen S. 2022. A mixture autoregressive model based on Gaussian and Student's t-distributions. Studies in Nonlinear Dynamics & Econometrics, 26(4) 559-580.
See Also
profile_logliks, diagnostic_plot, fitGSMAR, GSMAR,
quantile_residual_tests, simulate.gsmar