View source: R/tsp.correlogram.R

tsp.correlogram | R Documentation |

Plot Acf, Pacf and Portmanteau test for ts or arima class object

tsp.correlogram( x, type = c("Ljung-Box", "Box-Pierce"), lag.max = NA, table = TRUE, seasonal = FALSE )

`x` |
ts or Arima object |

`type` |
type of portmanteau test to use. "Ljung-Box" (default) and "Box-Pierce" are allowed. |

`lag.max` |
lag max used in acf, pacf and portmanteau test. If lag.max is NA (default), lag.max = 10 for non seasonal ts or Arima residual and 2*frequency(m) for seasonal ts or Arima residual. |

`table` |
logical. if TRUE (default) a table is displayed |

`seasonal` |
if TRUE (default) acf and pacf plot show seasonal lag color different from regular lag |

plot Acf, Pacf and portmanteau test for a time series object (ts class) or Arima residual (Arima class) created with Arima() or arima(). If x is Arima class object, residual are used to plot, and fitdf inside portmanteau test is fitted to: lag-length(x$coef). If table = TRUE, a table with number of lag, acf and pacf values is displayed, with Q stat, degree of freedom and p-value for portmanteau test.

VĂctor Espinoza

`ts`

`arima`

`Box.test`

`Arima`

`Acf`

`Pacf`

`checkresiduals`

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