tsdiag
Diagnostic Plots for TimeSeries Fits
A generic function to plot timeseries diagnostics.
 Keywords
 ts
Usage
tsdiag(object, gof.lag, ...)
Arguments
 object
 a fitted timeseries model
 gof.lag
 the maximum number of lags for a Portmanteau goodnessoffit test
 ...
 further arguments to be passed to particular methods
Details
This is a generic function. It will generally plot the residuals,
often standardized, the autocorrelation function of the residuals, and
the pvalues of a Portmanteau test for all lags up to gof.lag
.
The methods for arima
and StructTS
objects
plots residuals scaled by the estimate of their (individual) variance,
and use the LjungBox version of the portmanteau test.
Value

None. Diagnostics are plotted.
See Also
Examples
library(stats)
require(graphics)
fit < arima(lh, c(1,0,0))
tsdiag(fit)
## see also examples(arima)
(fit < StructTS(log10(JohnsonJohnson), type = "BSM"))
tsdiag(fit)
Community examples
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