gamlss (version 4.2-4)

acfResid: ACF plot of the residuals

Description

This plot display the ACF and PACF of the residuals of a gamlss or other fitted model (provided that they have been standardised appropriately. Is is approriate for time series data.

Usage

acfResid(obj = NULL, resid = NULL)

Arguments

obj

A gamlss model or othe fitted model where the resid() function applies exist

resid

if obj does not exist the argument here will be used

Value

• The relevant plots are displayied

Details

The ACF abd PACF for the residuals r, squared residuals r^2, r^3 and r^4 are plotted

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Stasinopoulos D. M., Rigby R.A. and Akantziliotou C. (2006) Instructions on how to use the GAMLSS package in R. Accompanying documentation in the current GAMLSS help files, (see also http://www.gamlss.org/).

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.org/v23/i07.

See Also

acf

Examples

library(datasets)
data(co2)
m1<- gamlss(co2~pb(as.numeric(time(co2)))+factor(cycle(co2)))
acfResid(m1)