| tsdiag {stats} | R Documentation |
A generic function to plot time-series diagnostics.
tsdiag(object, gof.lag, ...)
object |
a fitted time-series model |
gof.lag |
the maximum number of lags for a Portmanteau goodness-of-fit test |
... |
further arguments to be passed to particular methods |
This is a generic function. It will generally plot the residuals,
often standadized, the autocorrelation function of the residuals, and
the p-values of a Portmanteau test for all lags up to gof.lag.
The methods for arima and StructTS objects
plots residuals scaled by the estimate of their (individual) variance,
and use the Ljung–Box version of the portmanteau test.
None. Diagnostics are plotted.
## Not run: fit <- arima(lh, c(1,0,0)) tsdiag(fit) ## see also examples(arima) (fit <- StructTS(log10(JohnsonJohnson), type="BSM")) tsdiag(fit) ## End(Not run)