This plot display the ACF and PACF of the residuals of a gamlss or other fitted model (provided that they have been standardised appropriately. Is is approriate for time series data.
A gamlss model or othe fitted model where the resid() function applies exist
The ACF abd PACF for the residuals
r, squared residuals
r^4 are plotted
The relevant plots are displayied
Mikis Stasinopoulos. Bob Rigby. Vlasios Voudouris and Majid Djennad
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.
Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.
Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.
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Loading required package: splines Loading required package: gamlss.data Loading required package: gamlss.dist Loading required package: MASS Loading required package: nlme Loading required package: parallel ********** GAMLSS Version 5.0-2 ********** For more on GAMLSS look at http://www.gamlss.org/ Type gamlssNews() to see new features/changes/bug fixes. GAMLSS-RS iteration 1: Global Deviance = 294.3422 GAMLSS-RS iteration 2: Global Deviance = 294.3389 GAMLSS-RS iteration 3: Global Deviance = 294.3389
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