feasts (version 0.4.2)

gg_tsresiduals: Ensemble of time series residual diagnostic plots

Description

Usage

gg_tsresiduals(data, type = "innovation", plot_type = "histogram", ...)

Value

A list of ggplot objects showing a useful plots of a time series model's residuals.

Arguments

data

A mable containing one model with residuals.

type

The type of residuals to compute. If type="response", residuals on the back-transformed data will be computed.

plot_type

type of plot to include in lower right corner. By default ("auto") a season plot will be shown for seasonal data, a spectrum plot will be shown for non-seasonal data without missing values, and a PACF will be shown otherwise.

...

Additional arguments passed to gg_tsdisplay().

Details

gg_tsresiduals() was soft deprecated in feasts 0.4.2. Please use ggtime::gg_tsresiduals() instead.

Plots the residuals using a time series plot, ACF and histogram.

References

Hyndman and Athanasopoulos (2019) Forecasting: principles and practice, 3rd edition, OTexts: Melbourne, Australia. https://OTexts.com/fpp3/

See Also

gg_tsdisplay()

Examples

if (requireNamespace("fable", quietly = TRUE)) {
library(fable)

tsibbledata::aus_production %>%
  model(ETS(Beer)) %>%
  gg_tsresiduals()
}