plotDiag: Plot Diagnostics for an msm Object

In MSwM: Fitting Markov Switching Models

Description

Creates several plots for the residual analysis. It shows a plot of residuals against fitted values, a Normal Q-Q plot, ACF/PACF of residuals and ACF/PACF of square residuals. Depending on the selection, it shows the pooled residuals or the residuals for each regime.

Usage

plotDiag(x, regime, which)

Arguments

x	an object of class "MSM.lm" or "MSM.glm".
regime	a single numeric value or vector indicating the regimes to show its residuals. In order to show all the regimes, it could be written all.
which	if a subset of the plots is required, specify a subset of the numbers 1:3. The default value is c(1:3). See details for more information.

Details

The argument which has three values:

- 1: represents the plot of residuals against fitted values.

- 2: represents the Normal Q-Q plot.

- 3: represents the ACF/PACF of residuals and ACF/PACF of square residuals.

Author(s)

Jose A. Sanchez-Espigares, Alberto Lopez-Moreno

See Also

Overview: MSwM-package
Classes : MSM.lm, MSM.glm, MSM.fitted
Methods : msmFit,summary,AIC,intervals,msmResid
Plot : plot,plotProb,plotReg,plotDiag

MSwM documentation built on June 6, 2021, 5:06 p.m.