tactile (version 0.2.0)

xyplot.Arima: Diagnostic Plots for ARIMA Models

Description

Diagnostic plots modelled after stats::tsdiag() with some modifications and corrections of p-values in the Box--Ljung test.

Usage

# S3 method for Arima
xyplot(x, data = NULL, which = 1:4, lag.max = NULL,
  gof.lag = NULL, qq.aspect = "iso", na.action = na.pass, main = NULL,
  layout = NULL, ...)

Value

Plots a lattice plot and returns a trellis object.

Arguments

x

A fitted time-series model of class Arima.

data

Ignored

which

A sequence of integers between 1 and 4, identifying the plots to be shown.

lag.max

Number of lags to compute ACF for.

gof.lag

The maximum number of lags for the Ljung--Box test.

qq.aspect

Aspect of Q-Q plot (see lattice::qqmath()).

na.action

Treatment of NAs.

main

Optional titles for the plots. Can also be TRUE, in which case a default list of titles will be added.

layout

Either a numeric vector with (columns, rows) to use in the call to gridExtra::grid.arrange(), or a layout matrix which will then be passed as the layout_matrix in grid.arrange().

...

Parameters to pass to xyplot().

See Also

stats::tsdiag(), stats::arima(), lattice::xyplot(), gridExtra::grid.arrange(), stats::Box.test().

Examples

fit <- arima(lh, order = c(1, 1, 0))
xyplot(fit, layout = c(2, 2))
xyplot(fit, which = c(1:2, 4), layout = rbind(c(1, 1), c(2, 3)))