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 5.1-0 Index]