`arima`

or
`estimate`

with output of diagnostic plots.
`ts.diag(object, lag.seq = NULL)`

object

the result of an

`arima`

or `estimate`

fit.lag.seq

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

`NULL`

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

`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.

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)