tsdiag.garma_model: Diagnostic fit of a garma_model.

In garma: Fitting and Forecasting Gegenbauer ARMA Time Series Models

Diagnostic fit of a garma_model.

Description

Produces diagnostic plots of the model fit. This function is copied from stats::tsdiag but modifies the fit_df for the Ljung-Box test for use with garma models.

Usage

## S3 method for class 'garma_model'
tsdiag(object, gof.lag = 10, ...)

Arguments

object	(garma_model) The garma_model to produce the diagnostic plots for.
gof.lag	(int) The number of lags to examine for the Ljung-Box white noise test.
...	further arguments to be passed to particular methods.

Value

None. Diagnostics are generated.

See Also

The stats package tsdiag function: https://stat.ethz.ch/R-manual/R-patched/library/stats/html/tsdiag.html.

Examples

data(AirPassengers)
ap  <- as.numeric(diff(AirPassengers,12))
mdl <- garma(ap,order=c(9,1,0),k=0,method='CSS',include.mean=FALSE)
tsdiag(mdl)

garma documentation built on March 18, 2022, 6:38 p.m.