tfarima (version 0.4.1)

diagchk.ssm: Diagnostic checking

Description

For objects of class ucarima, this method calls diagchk.um internally to perform diagnostic checking.

diagchk displays tools for diagnostic checking.

Usage

# S3 method for ssm
diagchk(mdl, lag.max = NULL, lags.at = NULL, freq.at = NULL, std = TRUE, ...)
# S3 method for ucarima
diagchk(mdl, ...)
diagchk(mdl, ...)
# S3 method for um
diagchk(
  mdl,
  z = NULL,
  method = c("exact", "cond"),
  lag.max = NULL,
  lags.at = NULL,
  freq.at = NULL,
  std = TRUE,
  envir = NULL,
  ...
)

Arguments

mdl

an object of class um.

lag.max

integer; maximum number of lags for ACF/PACF.

lags.at

numeric vector; specific lags in ACF/PACF plots.

freq.at

numeric vector; specific frequencies in (cum) periodogram plot.

std

logical; if TRUE standardized residuals are used.

...

additional arguments.

z

optional, an object of class ts.

method

character; "exact" or "conditional" residuals.

envir

environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.

Examples

# Local level model
b <- 1
C <- as.matrix(1)
ssm1 <- ssm(Nile, b, C, S = diag(c(irr = 15127.7, lvl = 1453.2)))
diagchk(ssm1)
z <- AirPassengers
airl <- um(z, i = list(1, c(1,12)), ma = list(1, c(1,12)), bc = TRUE)
diagchk(airl)