Description Usage Arguments Value Note Author(s) References See Also Examples
Diagnostic plots: portmanteau p-values; residual autocorrelation plot; normal probability plot and Jarque-Bera test; spectral density function
1 2 |
x |
object of class "FitAR" |
terse |
if TRUE, only one graph is produced, otherwise many diagnostic plots. |
... |
optional arguments |
No value is returned. Plots are produced as side-effect.
When terse=FALSE, numerous graphs are produced. Turn on recording to be able to page back and forth between them.
A.I. McLeod and Y. Zhang
McLeod, A.I. and Zhang, Y. (2006). Partial autocorrelation parameterization for subset autoregression. Journal of Time Series Analysis, 27, 599-612.
summary.FitAR
,
FitAR
,
JarqueBeraTest
RacfPlot
LBQPlot
1 2 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.