tsdiagnose: Model Diagnostics

In tsmodels/tsets: Exponential Smoothing Models

Model Diagnostics

Description

Creates a short summary of model based diagnostics.

Usage

## S3 method for class 'tsets.estimate'
tsdiagnose(object, plot = FALSE, ...)

Arguments

object	an object of class “tsets.estimate”.
plot	whether to generate diagnostic plots to accompany summary.
...	not currently used.

Value

A list of tables (printed out and returned invisibly) with Ljung-Box test for residual autocorrelation, parameter and model bounds diagnostics and outlier dates using the Rosner test from the EnvStats package.

tsmodels/tsets documentation built on Oct. 8, 2022, 9:15 a.m.