tfarima (version 0.4.1)

diagchk.tfm: Diagnostic Checking for Transfer Function Models

Description

Produces diagnostic plots for residuals of a fitted transfer function model.

Usage

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

Arguments

mdl

A fitted tfm object.

y

Optional ts object for alternative output series.

method

Character: "exact" or "cond" for residual calculation.

lag.max

Maximum lag for ACF/PACF plots.

lags.at

Specific lags to display in ACF/PACF.

freq.at

Specific frequencies for cumulative periodogram.

std

Logical. If TRUE, standardizes residuals.

envir

Environment for evaluation. NULL uses calling environment.

...

Additional arguments passed to ide.

Details

Generates five diagnostic plots: time series plot of residuals, histogram, ACF, PACF, and cumulative periodogram. Uses the ide function for plotting.

See Also

tfm, tsdiag.tfm