R: Diagnostic Plots for Time-Series Fits

tsdiag {stats} | R Documentation

## Diagnostic Plots for Time-Series Fits

### Description

A generic function to plot time-series diagnostics.

### Usage

    tsdiag(object, gof.lag, ...)

### Arguments

`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

### Details

This is a generic function. It will generally plot the residuals, often standardized, 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.

### Value

None. Diagnostics are plotted.

### See Also

`arima`, `StructTS`, `Box.test`

### Examples

    ## Not run: require(graphics)

    fit <- arima(lh, c(1,0,0))
    tsdiag(fit)

    ## see also examples(arima)

    (fit <- StructTS(log10(JohnsonJohnson), type="BSM"))
    tsdiag(fit)

    ## End(Not run)

[Package stats version 2.15.1 Index]