mleurDiag: Diagnostic checks for mleur test
In mleur: Maximum likelihood unit root test

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

Test for autocorrelation for mleur test

1	mleurDiag(y, lag.max = "default")

`y`	time series
`lag.max`	maximum lag for test. Default setting is "default".

Box-and-Whisker plot of residuals from fitted AR(1) plotted along with the p-value for the Wilk-Shairo test. The test in the package fBasics is used. The p-values of the Box-Ljung portmanteau test are plotted as well as the residual autocorrelations.

The residuals are returned invisibly.

A. I. McLeod

mleur