If plot=TRUE
, produces a time plot of the residuals, the
corresponding ACF, and a histogram. If the degrees of freedom for the model
can be determined and test
is not FALSE
, the output from
either a Ljung-Box test or Breusch-Godfrey test is printed.
checkresiduals(object, lag, df = NULL, test, plot = TRUE, ...)
None
Either a time series model, a forecast object, or a time series (assumed to be residuals).
Number of lags to use in the Ljung-Box or Breusch-Godfrey test.
If missing, it is set to min(10,n/5)
for non-seasonal data, and
min(2m, n/5)
for seasonal data, where n
is the length of the series,
and m
is the seasonal period of the data. It is further constrained to be
at least df+3
where df
is the degrees of freedom of the model. This
ensures there are at least 3 degrees of freedom used in the chi-squared test.
Number of degrees of freedom for fitted model, required for the
Ljung-Box or Breusch-Godfrey test. Ignored if the degrees of freedom can be
extracted from object
.
Test to use for serial correlation. By default, if object
is of class lm
, then test="BG"
. Otherwise, test="LB"
.
Setting test=FALSE
will prevent the test results being printed.
Logical. If TRUE
, will produce the plot.
Other arguments are passed to ggtsdisplay
.
Rob J Hyndman
ggtsdisplay
, Box.test
,
bgtest
fit <- ets(WWWusage)
checkresiduals(fit)
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