Plot Method for "FitFGN" Object

Description

Diagnostic plots of the residual autocorrelations and Ljung-Box test.

Usage

## S3 method for class 'FitFGN'
plot(x, maxLag=30, ...)

Arguments

Details

The top plot shows the residual autocorrelations and their 5% signficance limits. The bottom plot shows the p-values of the Ljung-Box test for various lags.

Value

No value is returned. A plots are produced as side-effect. The plot is a two-panel disply showing the residual autocorrelations and the p-values for the Ljung-Box test.

Author(s)

A.I. McLeod

References

Ljung, G.M., Box, G.E.P. (1978). On a Measure of Lack of Fit in Time Series Models. Biometrika 65, 297-303.

McLeod, A.I., Yu, Hao, Krougly, Zinovi L. (2007). Algorithms for Linear Time Series Analysis, Journal of Statistical Software.

See Also

summary.FitFGN, FitFGN

Examples

data(NileMin)
obj<-FitFGN(NileMin, c(1,2,6,7))
plot(obj)

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(FGN)
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/FGN/plot.FitFGN.Rd_%03d_medium.png", width=480, height=480)
> ### Name: plot.FitFGN
> ### Title: Plot Method for "FitFGN" Object
> ### Aliases: plot.FitFGN
> ### Keywords: ts
> 
> ### ** Examples
> 
> data(NileMin)
> obj<-FitFGN(NileMin, c(1,2,6,7))
> plot(obj)
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>