simts: simple_diag_plot – R documentation

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simple_diag_plot

Basic Diagnostic Plot of Residuals

Description

This function will plot four diagnostic plots to assess how well the model fits the data. These plots are: (1) residuals plot, (2) histogram of (standardized) residuals, (3) normal Q-Q plot of residuals and (4) residuals vs fitted values plot.

Usage

simple_diag_plot(Xt, model, std = FALSE)

Arguments

`Xt`	The original time series data.
`model`	The `arima` model fit to the data.
`std`	A `boolean` indicating whether we use standardized residuals for the (1) residuals plot and the (2) histogram of (standardized) residuals.

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