garma (version 0.9.24)

tsdiag.garma_model: Diagnostic fit of a garma_model.

Description

Produces diagnostic plots of the model fit. This function is copied from stats::tsdiag but modifies the fit_df for the Ljung-Box test for use with garma models.

Usage

# S3 method for garma_model
tsdiag(object, gof.lag = 10, ...)

Value

None. Diagnostics are generated.

Arguments

object

(garma_model) The garma_model to produce the diagnostic plots for.

gof.lag

(int) The number of lags to examine for the Ljung-Box white noise test.

...

further arguments to be passed to particular methods.

See Also

The stats package tsdiag function: https://stat.ethz.ch/R-manual/R-patched/library/stats/html/tsdiag.html.

Examples

data(AirPassengers)
ap <- as.numeric(diff(AirPassengers, 12))
mdl <- garma(ap, order = c(9, 1, 0), k = 0, method = "CSS", include.mean = FALSE)
tsdiag(mdl)