adequacy.test: Model adequacy check procedure
In eik4862/Subway: Time Series Analysis & Visualization

Description Usage Arguments Value Author(s) Examples

Take fitted ARIMA model and perform adequacy checks. It runs Ljung-Box test with residuals for various lags and print out the test result to the console. If plot is TRUE, it also plots the test result.

adequacy.test(
  fit,
  alpha = 0.05,
  lag.max = min(30, length(fit$residuals) - 1),
  plot = TRUE
)

`fit`	Fitted ARIMA model(`ARIMA` object).
`alpha`	The probability of type 1 error for normality tests. (default = 0.05)
`lag.max`	Maximum length of lag to be tested. (default = `min(30, length(fit$residuals) - 1)`)
`plot`	If `TRUE`, the test result will be presented as a plot. Otherwise, not. (default = TRUE)

A list containing the following elements:

`ljung.box`	A list of all test results(`htest` objects).

`plot`	`ggplot` object of the plot. (Returned only if `plot` is TRUE.)

Sanghyun Park, Daun Jeong, and Sehun Kim

# 228 is the station code for SNU
data <- get.subway(228)

# Fit SARIMA model with total on and off passenger counts
SNU.total <- ts(data$total, frequency = 7)
SNU.fit <- auto.arima(SNU.total)

# Normality check
adequacy.test(SNU.fit)