EVOLUTION-MANAGER
Edit File: tsdiag.html
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Diagnostic Plots for Time-Series Fits</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for tsdiag {stats}"><tr><td>tsdiag {stats}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2>Diagnostic Plots for Time-Series Fits</h2> <h3>Description</h3> <p>A generic function to plot time-series diagnostics. </p> <h3>Usage</h3> <pre> tsdiag(object, gof.lag, ...) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>object</code></td> <td> <p>a fitted time-series model</p> </td></tr> <tr valign="top"><td><code>gof.lag</code></td> <td> <p>the maximum number of lags for a Portmanteau goodness-of-fit test</p> </td></tr> <tr valign="top"><td><code>...</code></td> <td> <p>further arguments to be passed to particular methods</p> </td></tr> </table> <h3>Details</h3> <p>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 <code>gof.lag</code>. </p> <p>The methods for <code><a href="arima.html">arima</a></code> and <code><a href="StructTS.html">StructTS</a></code> objects plots residuals scaled by the estimate of their (individual) variance, and use the Ljung–Box version of the portmanteau test. </p> <h3>Value</h3> <p>None. Diagnostics are plotted. </p> <h3>See Also</h3> <p><code><a href="arima.html">arima</a></code>, <code><a href="StructTS.html">StructTS</a></code>, <code><a href="box.test.html">Box.test</a></code> </p> <h3>Examples</h3> <pre> require(graphics) fit <- arima(lh, c(1,0,0)) tsdiag(fit) ## see also examples(arima) (fit <- StructTS(log10(JohnsonJohnson), type = "BSM")) tsdiag(fit) </pre> <hr /><div style="text-align: center;">[Package <em>stats</em> version 3.6.0 <a href="00Index.html">Index</a>]</div> </body></html>