diag_plot

This function will plot 8 diagnostic plots to assess the model used to 
fit the data. These include: (1) residuals plot, (2) residuals vs fitted values, 
(3) histogram of distribution of standardized residuals, (4) Normal Q-Q plot of 
residuals, (5) ACF plot, (6) PACF plot, (7) Haar Wavelet Variance Representation,
(8) Box test results.

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

St<c3><a9>phane Guerrier

simts

Time Series Analysis Tools

Stéphane Guerrier

James Balamuta

Roberto Molinari

Justin Lee

Lionel Voirol

Yuming Zhang

Wenchao Yang

Nathanael Claussen

Yunxiang Zhang

Christian Gunning

Romain Francois

Ross Ihaka

R Core Team 

diag_plot function

<dl><dt>Xt</dt>
<dd>The data used to construct said model.</dd>
<dt>model</dt>
<dd>A <code>fitsimts</code>, <code>lm</code> or <code>gam</code> object.</dd>
<dt>resids</dt>
<dd>A <code>vector</code> of residuals for diagnostics.</dd>
<dt>std</dt>
<dd>A <code>boolean</code> indicating whether we use standardized residuals for 
(1) residuals plot and (8) Box test results.</dd></dl>

Arguments

Author

Diagnostic Plot of Residuals — diag_plot

<dl>

<dt>Xt</dt>
<dd>The data used to construct said model.</dd>


<dt>model</dt>
<dd>A <code>fitsimts</code>, <code>lm</code> or <code>gam</code> object.</dd>


<dt>resids</dt>
<dd>A <code>vector</code> of residuals for diagnostics.</dd>


<dt>std</dt>
<dd>A <code>boolean</code> indicating whether we use standardized residuals for 
(1) residuals plot and (8) Box test results.</dd>

</dl>

Diagnostic Plot of Residuals

diag_plot: Diagnostic Plot of Residuals

Description

Usage

Arguments

Author