residualDiag-method: Residual Diagnostic for DLM Model

Description Usage Arguments Details

Description

Residual Diagnostic including several normal test and residual plots.

Usage

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residualDiag(object, gamma)

## S4 method for signature 'SM.dlm.fitted,numeric'
residualDiag(object, gamma)

Arguments

object

An object to be analyzed.

gamma

Numeric value between 0 and 1 indicating the confidence level.

Details

The residual diagnostic include the confidence band plot, chisq test for normalized error plot, Quantile-Quantile Plots and Durbin-Waston Test for autocorrelation.


4301350/sm4sd documentation built on June 14, 2020, 4:22 p.m.