simple_diag_plot: Basic Diagnostic Plot of Residuals

In simts: Time Series Analysis Tools

Basic Diagnostic Plot of Residuals

Description

This function will plot four diagnostic plots to assess how well the model fits the data. These plots are: (1) residuals plot, (2) histogram of (standardized) residuals, (3) normal Q-Q plot of residuals and (4) residuals vs fitted values plot.

Usage

simple_diag_plot(Xt, model, std = FALSE)

Arguments

Xt	The original time series data.
model	The arima model fit to the data.
std	A boolean indicating whether we use standardized residuals for the (1) residuals plot and the (2) histogram of (standardized) residuals.

Author(s)

Yuming Zhang

simts documentation built on Aug. 31, 2023, 5:07 p.m.