gg_tsresiduals: Ensemble of time series residual diagnostic plots

In feasts: Feature Extraction and Statistics for Time Series

Ensemble of time series residual diagnostic plots

Description

Plots the residuals using a time series plot, ACF and histogram.

Usage

gg_tsresiduals(data, type = "innovation", ...)

Arguments

data	A mable containing one model with residuals.
type	The type of residuals to compute. If type="response", residuals on the back-transformed data will be computed.
...	Additional arguments passed to gg_tsdisplay().

Value

A list of ggplot objects showing a useful plots of a time series model's residuals.

References

Hyndman and Athanasopoulos (2019) Forecasting: principles and practice, 3rd edition, OTexts: Melbourne, Australia. https://OTexts.com/fpp3/

See Also

gg_tsdisplay()

Examples

if (requireNamespace("fable", quietly = TRUE)) {
library(fable)

tsibbledata::aus_production %>%
  model(ETS(Beer)) %>%
  gg_tsresiduals()
}

feasts documentation built on Sept. 30, 2024, 9:14 a.m.