test: Test residuals for stationarity and randomness

Description Usage Arguments Details Value See Also Examples

View source: R/itsmr.R

Description

Test residuals for stationarity and randomness

Usage

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test(e)

Arguments

e

Time series data (typically residuals from Resid)

Details

Plots ACF, PACF, residuals, and QQ. Displays results for Ljung-Box, McLeod-Li, turning point, difference-sign, and rank tests. The plots can be used to check for stationarity and the other tests check for white noise.

Value

None

See Also

Resid

Examples

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M = c("log","season",12,"trend",1)
e = Resid(wine,M)
test(e) ## Is e stationary?
a = arma(e,1,1)
ee = Resid(wine,M,a)
test(ee) ## Is ee white noise?

itsmr documentation built on Jan. 22, 2018, 1:04 a.m.