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 `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. |

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

## Author

Rob J Hyndman

## Examples

#>
#> 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
#>