tfarima (version 0.3.2)

diagchk.tfm: Diagnostic checking

Description

diagchk displays tools for diagnostic checking.

Usage

# S3 method for tfm
diagchk(
  mdl,
  y = NULL,
  method = c("exact", "cond"),
  lag.max = NULL,
  lags.at = NULL,
  freq.at = NULL,
  std = TRUE,
  envir = NULL,
  ...
)
diagchk(mdl, ...)
# S3 method for um
diagchk(
  mdl,
  z = NULL,
  method = c("exact", "cond"),
  lag.max = NULL,
  lags.at = NULL,
  freq.at = NULL,
  std = TRUE,
  envir = NULL,
  ...
)

Arguments

mdl

an object of class um.

y

an object of class ts.

method

exact or conditional residuals.

lag.max

number of lags for ACF/PACF.

lags.at

the lags of the ACF/PACF at which tick-marks are to be drawn.

freq.at

the frequencies of the (cum) periodogram at at which tick-marks are to be drawn.

std

logical. If TRUE standardized residuals are shown.

envir

environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.

...

additional arguments.

z

optional, an object of class ts.

Examples

z <- AirPassengers
airl <- um(z, i = list(1, c(1,12)), ma = list(1, c(1,12)), bc = TRUE)
diagchk(airl)