A generic function to plot time-series diagnostics.
tsdiag(object, gof.lag, …)a fitted time-series model
the maximum number of lags for a Portmanteau goodness-of-fit test
further arguments to be passed to particular methods
None. Diagnostics are plotted.
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.
require(graphics)
fit <- arima(lh, c(1,0,0))
tsdiag(fit)
## see also examples(arima)
(fit <- StructTS(log10(JohnsonJohnson), type = "BSM"))
tsdiag(fit)
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