| % File src/library/stats/man/tsdiag.Rd |
| % Part of the R package, https://www.R-project.org |
| % Copyright 1995-2007 R Core Team |
| % Distributed under GPL 2 or later |
| |
| \name{tsdiag} |
| \alias{tsdiag} |
| \alias{tsdiag.arima0} |
| \alias{tsdiag.Arima} |
| \alias{tsdiag.StructTS} |
| \title{Diagnostic Plots for Time-Series Fits} |
| \description{ |
| A generic function to plot time-series diagnostics. |
| } |
| \usage{ |
| tsdiag(object, gof.lag, \dots) |
| } |
| \arguments{ |
| \item{object}{a fitted time-series model} |
| \item{gof.lag}{the maximum number of lags for a Portmanteau |
| goodness-of-fit test} |
| \item{\dots}{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 \code{gof.lag}. |
| |
| The methods for \code{\link{arima}} and \code{\link{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. |
| } |
| |
| \seealso{ |
| \code{\link{arima}}, \code{\link{StructTS}}, \code{\link{Box.test}} |
| } |
| |
| \examples{ |
| \donttest{require(graphics) |
| |
| fit <- arima(lh, c(1,0,0)) |
| tsdiag(fit) |
| |
| ## see also examples(arima) |
| |
| (fit <- StructTS(log10(JohnsonJohnson), type = "BSM")) |
| tsdiag(fit) |
| }} |
| \keyword{ts} |
| |