gamlss (version 5.4-12)

acfResid: ACF plot of the residuals

Description

This plot display the ACF and PACF of the residuals of a gamlss or other fitted model (provided that they have been standardised appropriately. Is is appropriate for time series data.

Usage

acfResid(obj = NULL, resid = NULL)

Value

The relevant plots are displayed

Arguments

obj

A gamlss model or other fitted model where the resid() function applies exist

resid

if obj does not exist the argument here will be used

Author

Mikis Stasinopoulos. Bob Rigby. Vlasios Voudouris and Majid Djennad

Details

The ACF and PACF for the residuals r, squared residuals r^2, r^3 and r^4 are plotted

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

See Also

acf

Examples

library(datasets)
data(co2)
m1<- gamlss(co2~pb(as.numeric(time(co2)))+factor(cycle(co2)))
acfResid(m1)