tsdiag(object, gof.lag, ...)
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 method for objects plots residuals scaled by the estimate of their (individual) variance, and uses the Ljung–Box version of the portmanteau test.
data(lh) fit <- arima(lh, c(1,0,0)) tsdiag(fit) ## see also examples of arima