tsdiagnose: Model Diagnostics
In tsissm: Linear Innovations State Space Unobserved Components Model
tsdiagnose.tsissm.estimate R Documentation
Model Diagnostics
Description
Creates a short summary of model based diagnostics.
Usage
## S3 method for class 'tsissm.estimate'
tsdiagnose(object, plot = FALSE, ...)
Arguments
object
an object of class “tsissm.estimate”.
plot
whether to generate diagnostic plots to accompany summary.
...
not currently used.
Value
A list of tests including the weighted Ljung-Box test for residual
autocorrelation, system forecastability test, and outlier dates using the
Rosner test (rosnerTest). Optionally generates a plot
of relevant diagnostics.
tsissm documentation built on Aug. 8, 2025, 6:08 p.m.
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| tsdiagnose.tsissm.estimate | R Documentation |
Model Diagnostics
Description
Creates a short summary of model based diagnostics.
Usage
## S3 method for class 'tsissm.estimate'
tsdiagnose(object, plot = FALSE, ...)
Arguments
object |
an object of class “tsissm.estimate”. |
plot |
whether to generate diagnostic plots to accompany summary. |
... |
not currently used. |
Value
A list of tests including the weighted Ljung-Box test for residual
autocorrelation, system forecastability test, and outlier dates using the
Rosner test (rosnerTest). Optionally generates a plot
of relevant diagnostics.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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