Diagnostic checks for mleur test

Share:

Description

Test for autocorrelation for mleur test

Usage

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

Arguments

y

time series

lag.max

maximum lag for test. Default setting is "default".

Details

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.

Value

The residuals are returned invisibly.

Author(s)

A. I. McLeod

See Also

mleur

Examples

1
2
z <- rnorm(100)
mleurDiag(z)