tfarima (version 0.1.1)

diagchk.tfm: Diagnostic checking

Description

diagchk displays tools for diagnostic checking.

Usage

# S3 method for tfm
diagchk(
  mdl,
  y = NULL,
  method = c("exact", "cond"),
  lag.max = NULL,
  std = TRUE,
  ...
)
diagchk(mdl, ...)
# S3 method for um
diagchk(
  mdl,
  z = NULL,
  method = c("exact", "cond"),
  lag.max = NULL,
  std = TRUE,
  ...
)

Arguments

mdl

an object of class um.

y

an object of class ts.

method

exact or conditional residuals.

lag.max

number of lags for ACF/PACF.

std

logical. If TRUE standardized residuals are shown.

...

additional arguments.

z

optional, an object of class ts.

Examples

# NOT RUN {
z <- AirPassengers
airl <- um(z, i = list(1, c(1,12)), ma = list(1, c(1,12)), bc = TRUE)
diagchk(airl)
# }