If plot=TRUE, produces a time plot of the residuals, the corresponding ACF, and a histogram. If the degrees of freedom for the model can be determined and test is not FALSE, the output from either a Ljung-Box test or Breusch-Godfrey test is printed.

checkresiduals(object, lag, df = NULL, test, plot = TRUE, ...)

Arguments

object

Either a time series model, a forecast object, or a time series (assumed to be residuals).

lag

Number of lags to use in the Ljung-Box or Breusch-Godfrey test. If missing, it is set to max(10,df+3) for non-seasonal data, and max(2m, df+3) for seasonal data, where df is the degrees of freedom of the model, and m is the seasonal period of the data.

df

Number of degrees of freedom for fitted model, required for the Ljung-Box or Breusch-Godfrey test. Ignored if the degrees of freedom can be extracted from object.

test

Test to use for serial correlation. By default, if object is of class lm, then test="BG". Otherwise, test="LB". Setting test=FALSE will prevent the test results being printed.

plot

Logical. If TRUE, will produce the plot.

...

Other arguments are passed to ggtsdisplay.

Value

None

See also

ggtsdisplay, Box.test, bgtest

Examples

fit <- ets(WWWusage) checkresiduals(fit)
#> #> Ljung-Box test #> #> data: Residuals from ETS(A,Ad,N) #> Q* = 28.995, df = 5, p-value = 2.324e-05 #> #> Model df: 5. Total lags used: 10 #>