estimatewith output of diagnostic plots.
ts.diag(object, lag.seq = NULL)
statspackage, 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
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)