tsdiag
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.
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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