plot.FitFGN: Plot Method for "FitFGN" Object

In FGN: Fractional Gaussian Noise and power law decay time series model fitting

Description

Diagnostic plots of the residual autocorrelations and Ljung-Box test.

Usage

## S3 method for class 'FitFGN'
plot(x, maxLag=30, ...)

Arguments

x	object of class "FitFGN"
maxLag	maximum lag in residual acf plot
...	optional arguments

Details

The top plot shows the residual autocorrelations and their 5% signficance limits. The bottom plot shows the p-values of the Ljung-Box test for various lags.

Value

No value is returned. A plots are produced as side-effect. The plot is a two-panel disply showing the residual autocorrelations and the p-values for the Ljung-Box test.

Author(s)

A.I. McLeod

References

Ljung, G.M., Box, G.E.P. (1978). On a Measure of Lack of Fit in Time Series Models. Biometrika 65, 297-303.

McLeod, A.I., Yu, Hao, Krougly, Zinovi L. (2007). Algorithms for Linear Time Series Analysis, Journal of Statistical Software.

See Also

summary.FitFGN, FitFGN

Examples

data(NileMin)
obj<-FitFGN(NileMin, c(1,2,6,7))
plot(obj)

FGN documentation built on May 30, 2017, 7:19 a.m.