resid_plot

A <code>vector</code> of residuals.

A <code>boolean</code> indicating whether the residuals plot is for standardized
residuals or original residuals.

A <code>string</code> indicating either:
<code>"hist"</code> (standardized residual histogram with superimposed kernel density estimator and normal distribution), <code>"resid"</code> (standard residual plot),
or <code>"both"</code>

type

This function plots a histogram (with kernel density function and normal distribution) of the standardized
residuals or a basic plot the (standardized) residuals, or both.

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

St<c3><a9>phane Guerrier

simts

Time Series Analysis Tools

James Balamuta

Roberto Molinari

resid_plot: Plot the Distribution of (Standardized) Residuals

Description

Usage

Arguments