diagchk.tfm: Diagnostic Checking for Transfer Function Models

In tfarima: Transfer Function and ARIMA Models

Diagnostic Checking for Transfer Function Models

Description

Produces diagnostic plots for residuals of a fitted transfer function model.

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,
  ...
)

Arguments

mdl	A fitted tfm object.
y	Optional ts object for alternative output series.
method	Character: "exact" or "cond" for residual calculation.
lag.max	Maximum lag for ACF/PACF plots.
lags.at	Specific lags to display in ACF/PACF.
freq.at	Specific frequencies for cumulative periodogram.
std	Logical. If TRUE, standardizes residuals.
envir	Environment for evaluation. NULL uses calling environment.
...	Additional arguments passed to ide.

Details

Generates five diagnostic plots: time series plot of residuals, histogram, ACF, PACF, and cumulative periodogram. Uses the ide function for plotting.

See Also

tfm, tsdiag.tfm

tfarima documentation built on Nov. 5, 2025, 7:43 p.m.