tsdiagnose: Model Diagnostics

tsdiagnose.tsissm.estimateR 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 June 22, 2022, 6:57 a.m.