simts: diag_plot – R documentation

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diag_plot

Diagnostic Plot of Residuals

Description

This function will plot 8 diagnostic plots to assess the model used to fit the data. These include: (1) residuals plot, (2) residuals vs fitted values, (3) histogram of distribution of standardized residuals, (4) Normal Q-Q plot of residuals, (5) ACF plot, (6) PACF plot, (7) Haar Wavelet Variance Representation, (8) Box test results.

Usage

diag_plot(Xt = NULL, model = NULL, resids = NULL, std = FALSE)

Arguments

`Xt`	The data used to construct said model.
`model`	A `fitsimts`, `lm` or `gam` object.
`resids`	A `vector` of residuals for diagnostics.
`std`	A `boolean` indicating whether we use standardized residuals for (1) residuals plot and (8) Box test results.

Author(s)

Yuming Zhang

simts

Time Series Analysis Tools

v0.1.1

AGPL-3 | file LICENSE

Authors

Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]

Initial release

2019-07-21