Description Usage Arguments Details Value Author(s) References Examples
View source: R/check_residuals.R
Generic function for residuals check analysis, these methods are inspired in the check.residuals
function
provided by the forecast
package.
1 2 3 4 5 6 7 8 9 10 11 
y 
Either a time series model,the supported classes are 
normality 
A character string naming the desired test for checking gaussian distribution.
Valid values are 
unit_root 
A character string naming the desired unit root test for checking stationarity.
Valid values are 
seasonal 
A character string naming the desired unit root test for checking seasonality.
Valid values are 
arch 
A character string naming the desired test for checking stationarity. Valid values are

alpha 
Level of the test, possible values range from 0.01 to 0.1. By default 
plot 
A boolean value. If 
... 
Other testing parameters 
The function performs a residuals analysis, it prints a unit root and seasonal test to check
stationarity, and a normality test for checking Gaussian distribution. In addition, if the plot option is
TRUE
a time plot, ACF, and histogram of the series are presented.
The function does not return any value
Asael Alonzo Matamoros
Dickey, D. & Fuller, W. (1979). Distribution of the Estimators for Autoregressive Time Series with a Unit Root. Journal of the American Statistical Association. 74, 427431.
Epps, T.W. (1987). Testing that a stationary time series is Gaussian. The
Annals of Statistic. 15(4), 16831698.http://www.jstor.org/stable/2336512.
doi:10.1214/aos/1176350618
Osborn, D., Chui, A., Smith, J., & Birchenhall, C. (1988). Seasonality and the order of integration for consumption. Oxford Bulletin of Economics and Statistics. 50(4), 361377.
1 2 3  # Generating an stationary arma process
y = arima.sim(100,model = list(ar = 0.3))
check_residuals(y,unit_root = "adf")

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