tsdiagnose: Model Diagnostics
In tsmodels/tsissm: Linear Innovations State Space Unobserved Components Model
tsdiagnose.tsissm.estimate R Documentation
Model Diagnostics
Description
Creates a short summary of model based diagnostics.
Usage
## S3 method for class 'tsissm.estimate'
tsdiagnose(object, plot = FALSE, ...)
Arguments
object
an object of class “tsissm.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/tsissm documentation built on Oct. 15, 2022, 6:44 a.m.
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| tsdiagnose.tsissm.estimate | R Documentation |
Model Diagnostics
Description
Creates a short summary of model based diagnostics.
Usage
## S3 method for class 'tsissm.estimate' tsdiagnose(object, plot = FALSE, ...)
Arguments
object |
an object of class “tsissm.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.
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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