# Check that residuals from a time series model look like white noise

Source:`R/checkresiduals.R`

`checkresiduals.Rd`

If `plot=TRUE`

, produces a time plot of the residuals, the
corresponding ACF, and a histogram. If `test`

is not `FALSE`

,
the output from either a Ljung-Box test or Breusch-Godfrey test is printed.

## 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

`min(10,n/5)`

for non-seasonal data, and`min(2m, n/5)`

for seasonal data, where`n`

is the length of the series, and`m`

is the seasonal period of the data. It is further constrained to be at least`df+3`

where`df`

is the degrees of freedom of the model. This ensures there are at least 3 degrees of freedom used in the chi-squared test.- 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`

.

## Examples

```
fit <- ets(WWWusage)
checkresiduals(fit)
#>
#> Ljung-Box test
#>
#> data: Residuals from ETS(A,Ad,N)
#> Q* = 28.995, df = 10, p-value = 0.001249
#>
#> Model df: 0. Total lags used: 10
#>
```