dse (version R2000.6-1)

check.residuals: check residuals of a TSmodel or autocorrelations of TSdata

Description

check residuals of a TSmodel or autocorrelations of TSdata

Usage

check.residuals(model, ac=T, pac=T, select=NULL, drop=NULL, 
	  plot.=T,verbose=F)

Arguments

model

An TSestModel or TSdata object.

ac

If T the auto-correlation function is plotted.

pac

If T the partial auto-correlation function is plotted.

select

Is used to indicate a subset of the residual series. All residuals are used with the default (NULL).

drop

Is used to indicate a subset of the residual time periods to drop. All residuals are used with the default (NULL).Typically this can be used to get rid of bad initial conditions (eg. drop=seq(10) ) or outliers.

plot.

If F then plots are not produced.

verbose

If T then the auto-correlations and partial auto-correlations are printed if they are calculated.

Value

• A list with residual diagnostic information: residuals, mean, cov, acf= autocorrelations, pacf= partial autocorrelations.

sideffects

Diagnostic information is printed and plotted if a device is available. Use dev.ask(T) to pause plotting between pages.

Examples

if(is.R()) data("eg1.DSE.data.diff", package="dse1")
	model <- est.VARX.ls(eg1.DSE.data.diff)
	check.residuals(model)