ts.diag: Diagnostic Plots for Time Series fits

Description Usage Arguments Details Value Author(s) Examples

View source: R/ts.diag.R

Description

Plot time-series diagnostics.

Usage

1
ts.diag(x, lag = 10, cex = 0.5)

Arguments

x

residuals of the fitted time series model.

lag

maximum lag at which to calculate the acf and Ljung-Box test.

cex

optional argument of par.

Details

This function plot the residuals, the autocorrelation function of the residuals (ACF) and the p-values of the Ljung-Box Test for all lags up to lag.

Value

Diagnostics are plotted.

Author(s)

Ricardo Olea <[email protected]>

Examples

1
2
3
z = rnorm(500)
Box.Ljung.Test(z, lag=15)
ts.diag(z)

Example output



LSTS documentation built on May 29, 2017, 6:36 p.m.