inst/doc/v06_model_checking.R

In fHMM: Fitting Hidden Markov Models to Financial Data

## ----include = FALSE----------------------------------------------------------
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.dim = c(10, 6),
  out.width = "80%",
  fig.align = "center",
  fig.path = "fHMM-"
)
library("fHMM")

## ----dax model----------------------------------------------------------------
data(dax_model_3t)

## ----res----------------------------------------------------------------------
dax_model_3t <- compute_residuals(dax_model_3t)

## ----plot-res-----------------------------------------------------------------
plot(dax_model_3t, plot_type = "pr")

## ----message=FALSE------------------------------------------------------------
tseries::jarque.bera.test(residuals(dax_model_3t))