Description Usage Arguments Details Value Side Effects See Also Examples

Calculate autocorrelation diagnostics of a time series matrix or TSdata or residuals of a TSestModel

1 2 3 4 5 6 7 8 | ```
checkResiduals(obj, ...)
## Default S3 method:
checkResiduals(obj, ac=TRUE, pac=TRUE, select=seq(nseries(obj)),
drop=NULL, plot.=TRUE, graphs.per.page=5, verbose=FALSE, ...)
## S3 method for class 'TSdata'
checkResiduals(obj, ...)
## S3 method for class 'TSestModel'
checkResiduals(obj, ...)
``` |

`obj` |
An TSestModel or TSdata object. |

`ac` |
If TRUE the auto-correlation function is plotted. |

`pac` |
If TRUE the partial auto-correlation function is plotted. |

`select` |
Is used to indicate a subset of the residual series. By default all residuals are used. |

`drop` |
Is used to indicate a subset of the residual time periods to drop. All residuals are used with the default (NULL).Typically this can be used to get rid of bad initial conditions (eg. drop=seq(10) ) or outliers. |

`plot.` |
If FALSE then plots are not produced. |

`graphs.per.page` |
Integer indicating number of graphs to place on a page. |

`verbose` |
If TRUE then the auto-correlations and partial auto-correlations are printed if they are calculated. |

`...` |
arguments passed to other methods. |

This is a generic function. The default method works for a time series matrix which is treated as if it were a matrix of residuals. However, in a Box-Jenkins type of analysis the matrix may be data which is being evaluated to determine a model. The method for a TSestModel evaluates the residuals calculated by subtracting the output data from the model predictions.

A list with residual diagnostic information: residuals, mean, cov, acf= autocorrelations, pacf= partial autocorrelations.

Diagnostic information is printed and plotted if a device is available. Output graphics can be paused between pages by setting par(ask=TRUE).

1 2 3 | ```
data("eg1.DSE.data.diff", package="dse")
model <- estVARXls(eg1.DSE.data.diff)
checkResiduals(model)
``` |

dse documentation built on May 21, 2017, 3:47 a.m.

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