diagnostic_tests: Diagnostic tests of a dynamic linear model (independence,...

In gueyenono/dlm.helper: What the Package Does (One Line, Title Case)

Diagnostic tests of a dynamic linear model (independence, homoskedasticity and normality)

Description

This function implements the Ljung-Box test of independence, the H-test of homoskedasticity and the Jarque-Bera test of normality on the model residuals.

Usage

diagnostic_tests(dlm_mod, n_lags)

Arguments

dlm_mod	The output of the dlm::full_dlm_modeling function.
n_lags	Number of lags of the independence test (i.e. the Ljung-Box test)

Value

A data.frame/tibble of the model results including a column specifying whether the assumptions of independence, homoskedasticity and normality of the residuals is satisfied.

Examples

print("Soon!")

gueyenono/dlm.helper documentation built on June 8, 2022, 7:57 p.m.