tsdiag

From stats v3.2.5 by R-core R-core@R-project.org

Diagnostic Plots for Time-Series Fits

A generic function to plot time-series diagnostics.

Keywords: ts

Usage

tsdiag(object, gof.lag, ...)

Arguments

object: a fitted time-series model
gof.lag: the maximum number of lags for a Portmanteau goodness-of-fit 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 p-values 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 Ljung--Box version of the portmanteau test.

Value

None. Diagnostics are plotted.

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)

Documentation reproduced from package stats, version 3.2.5, License: Part of R 3.2.5

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