diagchk function

Diagnostic checking

diagchk displays tools for diagnostic checking.

## S3 method for class 'tfm'
diagchk(
  mdl,
  y = NULL,
  method = c("exact", "cond"),
  lag.max = NULL,
  lags.at = NULL,
  freq.at = NULL,
  std = TRUE,
  envir = NULL,
  ...
)

diagchk(mdl, ...)

## S3 method for class 'um'
diagchk(
  mdl,
  z = NULL,
  method = c("exact", "cond"),
  lag.max = NULL,
  lags.at = NULL,
  freq.at = NULL,
  std = TRUE,
  envir = NULL,
  ...
)

Arguments

• mdl: an object of class um.
• y: an object of class ts.
• method: exact or conditional residuals.
• lag.max: number of lags for ACF/PACF.
• lags.at: the lags of the ACF/PACF at which tick-marks are to be drawn.
• freq.at: the frequencies of the (cum) periodogram at at which tick-marks are to be drawn.
• std: logical. If TRUE standardized residuals are shown.
• envir: environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.
• ...: additional arguments.
• z: optional, an object of class ts.

Examples

z <- AirPassengers
airl <- um(z, i = list(1, c(1,12)), ma = list(1, c(1,12)), bc = TRUE)
diagchk(airl)