plot.FitAR {FitAR}R Documentation

Plot Method for "FitAR" Object

Description

Diagnostic plots: portmanteau p-values; residual autocorrelation plot; normal probability plot and Jarque-Bera test; spectral density function

Usage

plot.FitAR(x, clearGraphics=TRUE, terse=TRUE, ...)

Arguments

x object of class "FitAR"
clearGraphics close all graphics windows
terse if TRUE, only one graph is produced, otherwise many diagnostic plots.
... optional arguments

Value

No value is returned. Plots are produced as side-effect.

Author(s)

A.I. McLeod

References

McLeod, A.I. and Zhang, Y. (2006). Partial autocorrelation parameterization for subset autoregression. Journal of Time Series Analysis, 27, 599-612.

See Also

summary.FitAR, FitAR, FitARLS JarqueBeraTest RacfPlot LBQPlot

Examples

data(SeriesA)
obj<-FitAR(SeriesA, c(1,2,6,7))
plot(obj)

[Package FitAR version 1.0 Index]