Mresid: Time series forecast residual analysis
In evandeilton/cvforecast: Multiple forecasts based on CrossValidation
Description
Usage
Arguments
See Also
Examples
Description
Compute six residual test on a forecast object an return its p.values. The null hypothesis that the residual don't have the tested characteristic. If p.value is > 5% we reject null.
Usage
1
Mresid(fit)
Arguments
forecast
object of class forecast
See Also
See Box.test, t.test, LB.test, jarque.bera.test, bptest and dwtest for more information about the tests.
Examples
1
2
3
4
fcnm <- forecastMethod(lynx)
fun <- get(fcnm[[1]])
fit <- fun(AirPassengers, h=10, onlyfc = FALSE)
Mresid(fit)
evandeilton/cvforecast documentation built on May 16, 2019, 9:36 a.m.
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Description Usage Arguments See Also Examples
Description
Compute six residual test on a forecast object an return its p.values. The null hypothesis that the residual don't have the tested characteristic. If p.value is > 5% we reject null.
Usage
1 | Mresid(fit)
|
Arguments
forecast |
object of class forecast |
See Also
See Box.test, t.test, LB.test, jarque.bera.test, bptest and dwtest for more information about the tests.
Examples
1 2 3 4 | fcnm <- forecastMethod(lynx)
fun <- get(fcnm[[1]])
fit <- fun(AirPassengers, h=10, onlyfc = FALSE)
Mresid(fit)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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