Diagnostic Plots for ARIMA Models

Diagnostic plots modelled after stats::tsdiag() with some modifications and corrections of p-values in the Box--Ljung test.

# S3 method for Arima
xyplot(x, data = NULL, which = 1:4, lag.max = NULL,
  gof.lag = NULL, qq.aspect = "iso", na.action = na.pass, main = NULL,
  layout = NULL, ...)

Arguments

x	A fitted time-series model of class Arima.
data	Ignored
which	A sequence of integers between 1 and 4, identifying the plots to be shown.
lag.max	Number of lags to compute ACF for.
gof.lag	The maximum number of lags for the Ljung--Box test.
qq.aspect	Aspect of Q-Q plot (see lattice::qqmath()).
na.action	Treatment of NAs.
main	Optional titles for the plots. Can also be TRUE, in which case a default list of titles will be added.
layout	Either a numeric vector with (columns, rows) to use in the call to gridExtra::grid.arrange(), or a layout matrix which will then be passed as the layout_matrix in grid.arrange().
...	Parameters to pass to xyplot().

Value

Plots a lattice plot and returns a trellis object.

See also

stats::tsdiag(), stats::arima(), lattice::xyplot(), gridExtra::grid.arrange(), stats::Box.test().

Examples

fit <- arima(lh, order = c(1, 1, 0))
xyplot(fit, layout = c(2, 2))
xyplot(fit, which = c(1:2, 4), layout = rbind(c(1, 1), c(2, 3)))