acfResid: ACF plot of the residuals

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

View source: R/acfResid.R

Description

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.

Usage

1
acfResid(obj = NULL, resid = NULL)

Arguments

obj

A gamlss model or othe fitted model where the resid() function applies exist

resid

if obj does not exist the argument here will be used

Details

The ACF abd PACF for the residuals r, squared residuals r^2, r^3 and r^4 are plotted

Value

The relevant plots are displayied

Author(s)

Mikis Stasinopoulos. Bob Rigby. Vlasios Voudouris and Majid Djennad

References

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.

See Also

acf

Examples

1
2
3
4

Example output

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 

gamlss documentation built on March 31, 2021, 5:10 p.m.