A generic function to plot time-series diagnostics.

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

Value

None. Diagnostics are plotted.

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.