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, ...)



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


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.


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 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.


Logical. If TRUE, will produce the plot.


Other arguments are passed to ggtsdisplay.



See also

ggtsdisplay, Box.test, bgtest


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 #>