Description Usage Arguments Value Author(s) References See Also Examples

The time series plot and the sample ACF of the standardized residuals are plotted. Also, a portmanteau test for detecting residual correlations in the standardized residuals are carried out.

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`object` |
a fitted TAR model output from the tar function |

`gof.lag` |
number of lags of ACF to be examined |

`col` |
color of the lines flagging outliers, etc. |

`xlab` |
x labels for the plots |

`...` |
any additional user-supplied options to be passed to the acf function |

Side effects: plot the time-series plot of the standardized residuals, their sample ACF and portmanteau test for residual autocorrelations in the standardized errors.

Kung-Sik Chan

"Time Series Analysis, with Applications in R" by J.D. Cryer and K.S. Chan

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TSA documentation built on May 30, 2017, 12:11 a.m.

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