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plot.FitAR

Plot Method for "FitAR" Object


Description

Diagnostic plots: portmanteau p-values; residual autocorrelation plot; normal probability plot and Jarque-Bera test; spectral density function

Usage

## S3 method for class 'FitAR'
plot(x, terse=TRUE, ...)

Arguments

x

object of class "FitAR"

terse

if TRUE, only one graph is produced, otherwise many diagnostic plots.

...

optional arguments

Value

No value is returned. Plots are produced as side-effect.

Note

When terse=FALSE, numerous graphs are produced. Turn on recording to be able to page back and forth between them.

Author(s)

A.I. McLeod and Y. Zhang

References

McLeod, A.I. and Zhang, Y. (2006). Partial autocorrelation parameterization for subset autoregression. Journal of Time Series Analysis, 27, 599-612.

See Also

Examples

obj<-FitAR(SeriesA, c(1,2,6,7))
plot(obj)

FitAR

Subset AR Model Fitting

v1.94
GPL (>= 2)
Authors
A.I. McLeod, Ying Zhang and Changjiang Xu
Initial release
2013-03-15

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