| 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.
See Also
Examples
require(graphics)
fit <- arima(lh, c(1,0,0))
tsdiag(fit)
## see also examples(arima)
(fit <- StructTS(log10(JohnsonJohnson), type = "BSM"))
tsdiag(fit)
[Package stats version 4.4.0 Index]