diag_plot: Diagnostic Plot of Residuals

In SMAC-Group/simts: Time Series Analysis Tools

Diagnostic Plot of Residuals

Description

This function will plot 8 diagnostic plots to assess the model used to fit the data. These include: (1) residuals plot, (2) residuals vs fitted values, (3) histogram of distribution of standardized residuals, (4) Normal Q-Q plot of residuals, (5) ACF plot, (6) PACF plot, (7) Haar Wavelet Variance Representation, (8) Box test results.

Usage

diag_plot(Xt = NULL, model = NULL, resids = NULL, std = FALSE)

Arguments

Xt	The data used to construct said model.
model	A fitsimts, lm or gam object.
resids	A vector of residuals for diagnostics.
std	A boolean indicating whether we use standardized residuals for (1) residuals plot and (8) Box test results.

Author(s)

Yuming Zhang

SMAC-Group/simts documentation built on Sept. 4, 2023, 5:25 a.m.