diag_ts: Time Series Diagnostics

Description Usage Arguments Value

Description

Provides a list structure containing time series diagnostic information

Usage

1
diag_ts(model, xt, std = TRUE, test = "ljung-box", robust = FALSE)

Arguments

model

An arima object.

xt

The data used to construct said model.

std

A boolean indicating whether residuals should be standardized.

test

A string indicating the type of portmanteau test to run.

robust

A boolean indicating whether the ACF should be robust (TRUE) or not (FALSE).

Value

A diag_ts object


SMAC-Group/exts documentation built on May 9, 2019, 11:15 a.m.