diagchk: Diagnostic checking

In tfarima: Transfer Function and ARIMA Models

Diagnostic checking

Description

diagchk displays tools for diagnostic checking.

Usage

## S3 method for class 'tfm'
diagchk(
  mdl,
  y = NULL,
  method = c("exact", "cond"),
  lag.max = NULL,
  lags.at = NULL,
  freq.at = NULL,
  std = TRUE,
  envir = NULL,
  ...
)

diagchk(mdl, ...)

## S3 method for class 'um'
diagchk(
  mdl,
  z = NULL,
  method = c("exact", "cond"),
  lag.max = NULL,
  lags.at = NULL,
  freq.at = NULL,
  std = TRUE,
  envir = NULL,
  ...
)

Arguments

mdl	an object of class um.
y	an object of class ts.
method	exact or conditional residuals.
lag.max	number of lags for ACF/PACF.
lags.at	the lags of the ACF/PACF at which tick-marks are to be drawn.
freq.at	the frequencies of the (cum) periodogram at at which tick-marks are to be drawn.
std	logical. If TRUE standardized residuals are shown.
envir	environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.
...	additional arguments.
z	optional, an object of class ts.

Examples

z <- AirPassengers
airl <- um(z, i = list(1, c(1,12)), ma = list(1, c(1,12)), bc = TRUE)
diagchk(airl)

tfarima documentation built on May 20, 2022, 5:06 p.m.