plot.FitFGN {FGN} | R Documentation |
Diagnostic plots of the residual autocorrelations and Ljung-Box test.
## S3 method for class 'FitFGN': plot(x, maxLag=30, ...)
x |
object of class "FitFGN" |
maxLag |
maximum lag in residual acf plot |
... |
optional arguments |
The top plot shows the residual autocorrelations and their 5% signficance limits. The bottom plot shows the p-values of the Ljung-Box test for various lags.
No value is returned. A plots are produced as side-effect. The plot is a two-panel disply showing the residual autocorrelations and the p-values for the Ljung-Box test.
A.I. McLeod
Ljung, G.M., Box, G.E.P. (1978). On a Measure of Lack of Fit in Time Series Models. Biometrika 65, 297-303.
McLeod, A.I., Yu, Hao, Krougly, Zinovi L. (2007). Algorithms for Linear Time Series Analysis, Journal of Statistical Software.
data(NileMin) obj<-FitFGN(NileMin, c(1,2,6,7)) plot(obj)