R: ACF plot of the residuals

acfResid {gamlss} | R Documentation

## ACF plot of the residuals

### Description

This plot display the ACF and PACF of the residuals of a gamlss or other fitted model (provided that they have been standardised appropriately. Is is approriate for time series data.

### Usage

    acfResid(obj = NULL, resid = NULL)

### Arguments

`obj` | A gamlss model or othe fitted model where the resid() function applies exist
`resid` | if `obj` does not exist the argument here will be used

### Details

The ACF abd PACF for the residuals `r`, squared residuals `r^2`, `r^3` and `r^4` are plotted

### Value

The relevant plots are displayied

### Author(s)

Mikis Stasinopoulos. Bob Rigby. Vlasios Voudouris and Majid Djennad

### References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Stasinopoulos D. M., Rigby R.A. and Akantziliotou C. (2006) Instructions on how to use the GAMLSS package in R. Accompanying documentation in the current GAMLSS help files, (see also http://www.gamlss.org/).

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.org/v23/i07.

### See Also

`acf`

### Examples

    library(datasets)
    data(co2)
    m1<- gamlss(co2~pb(as.numeric(time(co2)))+factor(cycle(co2)))
    acfResid(m1)

[Package gamlss version 5.0-2 Index]