Description Usage Arguments Value Author(s) Examples

This function is modified from the tsdiag function of the stats package.

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`object` |
a fitted ARIMAX model |

`gof.lag` |
maximum lag used in ACF and Ljung-Box tests for the residuals |

`tol` |
tolerance (default=0.1); see below |

`col` |
color of some warning lines in the figures (default=red) |

`omit.initial` |
suppress the initial (d+Ds) residuals if true |

`...` |
other arguments to be passed to the acf function |

Side effects: Plot the time plot of the standardized residuals. Red dashed line at +/-qnorm(0.025/no of data) are added to the plot. Data beyond these lines are deemed outliers, based on the Bonferronni rule. The ACF of the standardized residuals is plotted. The p-values of the Ljung-Box test are plotted using a variety of the first K residuals. K starts at the lag on and beyond which the moving-average weights (in the MA(infinity) representation) are less than tol.

Kung-Sik Chan, based on the tsdiag function of the stats pacakage

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```
Loading required package: leaps
Loading required package: locfit
locfit 1.5-9.1 2013-03-22
Loading required package: mgcv
Loading required package: nlme
This is mgcv 1.8-17. For overview type 'help("mgcv-package")'.
Loading required package: tseries
Attaching package: 'TSA'
The following objects are masked from 'package:stats':
acf, arima
The following object is masked from 'package:utils':
tar
```

TSA documentation built on July 2, 2018, 1:04 a.m.

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