quantile_residual_plot INSTEAD! Plot quantile residual time series and histogramquantileResidualsPlot plots quantile residual time series and histogram.
DEPRECATED, USE quantile_residual_plot INSTEAD!
quantileResidualPlot(gsmar)Only plots to a graphical device and doesn't return anything.
a class 'gsmar' object, typically generated by fitGSMAR or GSMAR.
DEPRECATED, USE quantile_residual_plot INSTEAD!
Galbraith, R., Galbraith, J. 1974. On the inverses of some patterned matrices arising in the theory of stationary time series. Journal of Applied Probability 11, 63-71.
Kalliovirta L. (2012) Misspecification tests based on quantile residuals. The Econometrics Journal, 15, 358-393.
Kalliovirta L., Meitz M. and Saikkonen P. 2015. Gaussian Mixture Autoregressive model for univariate time series. Journal of Time Series Analysis, 36(2), 247-266.
Meitz M., Preve D., Saikkonen P. 2023. A mixture autoregressive model based on Student's t-distribution. Communications in Statistics - Theory and Methods, 52(2), 499-515.
Virolainen S. 2022. A mixture autoregressive model based on Gaussian and Student's t-distributions. Studies in Nonlinear Dynamics & Econometrics, 26(4) 559-580.
profile_logliks, diagnostic_plot, fitGSMAR, GSMAR,
quantile_residual_tests, simulate.gsmar