tsdiag.um

<code>tsdiag.um</code> is a wrap of the stats::tsdiag function.

Build customized transfer function and ARIMA models with multiple operators
and parameter restrictions. Provides tools for model identification, estimation
using exact or conditional maximum likelihood, diagnostic checking, automatic outlier
detection, calendar effects, forecasting, and seasonal adjustment. The new version
also supports unobserved component ARIMA model specification and estimation
for structural time series analysis.

Jose L. Gallego

tfarima

Transfer Function and ARIMA Models

tsdiag.um function

<dl><dt>object</dt>
<dd>a fitted <code>um</code> object.</dd>
<dt>gof.lag</dt>
<dd>the maximum number of lags for a Portmanteau goodness-of-fit test</dd>
<dt>...</dt>
<dd>additional arguments.</dd></dl>

Arguments

Diagnostic Plots for Time-Series Fits Description — tsdiag.um

<dl>

<dt>object</dt>
<dd>a fitted <code>um</code> object.</dd>


<dt>gof.lag</dt>
<dd>the maximum number of lags for a Portmanteau goodness-of-fit test</dd>


<dt>...</dt>
<dd>additional arguments.</dd>

</dl>

tsdiag.um: Diagnostic Plots for Time-Series Fits Description

Description

Usage

Arguments

See Also