tsdiag.garma_model function

Diagnostic fit of a garma_model.

Produces diagnostic plots of the model fit. This function is copied from stats::tsdiag but modifies the fit_df for the Ljung-Box test for use with garma models.

## S3 method for class 'garma_model'
tsdiag(object, gof.lag = 10, ...)

Arguments

• object: (garma_model) The garma_model to produce the diagnostic plots for.
• gof.lag: (int) The number of lags to examine for the Ljung-Box white noise test.
• ...: further arguments to be passed to particular methods.

Returns

None. Diagnostics are generated.

Examples

data(AirPassengers)
ap <- as.numeric(diff(AirPassengers, 12))
mdl <- garma(ap, order = c(9, 1, 0), k = 0, method = "CSS", include.mean = FALSE)
tsdiag(mdl)

See Also

The stats package tsdiag function: https://stat.ethz.ch/R-manual/R-patched/library/stats/html/tsdiag.html.