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 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.

VALUE:

None. Diagnostics are plotted.

SEE ALSO:

EXAMPLES:

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

## see also examples of arima