View source: R/deprecatedFunctions.R
quantileResidualPlot | R Documentation |
quantile_residual_plot
INSTEAD! Plot quantile residual time series and histogramquantileResidualsPlot
plots quantile residual time series and histogram.
DEPRECATED, USE quantile_residual_plot
INSTEAD!
quantileResidualPlot(gsmar)
gsmar |
a class 'gsmar' object, typically generated by |
DEPRECATED, USE quantile_residual_plot
INSTEAD!
Only plots to a graphical device and doesn't return anything.
Galbraith, R., Galbraith, J. 1974. On the inverses of some patterned matrices arising in the theory of stationary time series. Journal of Applied Probability 11, 63-71.
Kalliovirta L. (2012) Misspecification tests based on quantile residuals. The Econometrics Journal, 15, 358-393.
Kalliovirta L., Meitz M. and Saikkonen P. 2015. Gaussian Mixture Autoregressive model for univariate time series. Journal of Time Series Analysis, 36(2), 247-266.
Meitz M., Preve D., Saikkonen P. 2023. A mixture autoregressive model based on Student's t-distribution. Communications in Statistics - Theory and Methods, 52(2), 499-515.
Virolainen S. 2022. A mixture autoregressive model based on Gaussian and Student's t-distributions. Studies in Nonlinear Dynamics & Econometrics, 26(4) 559-580.
profile_logliks
, diagnostic_plot
, fitGSMAR
, GSMAR
,
quantile_residual_tests
, simulate.gsmar
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