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
Value
None. Diagnostics are plotted.
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.