tsdiag {stats} | R Documentation |

## Diagnostic Plots for Time-Series Fits

### Description

A generic function to plot time-series diagnostics.

### Usage

tsdiag(object, gof.lag, ...)

### Arguments

`object` |
a fitted time-series model |

`gof.lag` |
the maximum number of lags for a Portmanteau
goodness-of-fit test |

`...` |
further arguments to be passed to particular methods |

### Details

This is a generic function. It will generally plot the residuals,
often standardized, the autocorrelation function of the residuals, and
the p-values of a Portmanteau test for all lags up to `gof.lag`

.

The methods for `arima`

and `StructTS`

objects
plots residuals scaled by the estimate of their (individual) variance,
and use the Ljung–Box version of the portmanteau test.

### Value

None. Diagnostics are plotted.

### See Also

`arima`

, `StructTS`

, `Box.test`

### Examples

## Not run: fit <- arima(lh, c(1,0,0))
tsdiag(fit)
## see also examples(arima)
(fit <- StructTS(log10(JohnsonJohnson), type="BSM"))
tsdiag(fit)
## End(Not run)

[Package

*stats* version 2.5.0

Index]