autocorrelations
check residuals of a TSmodel or autocorrelations of TSdata
calculate autocorrelations of TSdata
Description
check residuals of a TSmodel or autocorrelations of TSdata
Usage
check.residuals(model, ac=T, pac=T, select=NULL, drop=NULL, Plot=T,verbose=F)
Required Arguments
- model
-
An object of class TSestModel or TSdata.
Optional Arguments
- ac
-
If T the auto-correlation function is plotted.
- pac
-
If T the partial auto-correlation function is plotted.
- select
-
Is used to indicate a subset of the residual series. All residuals are used
with the default (NULL).
- drop
-
Is used to indicate a subset of the residual time periods to drop.
All residuals are used with the default (NULL).Typically this can be used
to get rid of bad initial conditions (eg. drop=seq(10) ) or outliers.
- Plot
-
If F then plots are not produced.
- verbose
-
If T then the auto-correlations and partial auto-correlations are printed if
they are calculated.
Value
A list with residual diagnostic information: residuals, mean, cov,
acf= autocorrelations, pacf= partial autocorrelations.
Side Effects
Diagnostic information is printed and plotted if a device is available.
Use dev.ask(T) to pause plotting between pages.
Examples
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