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.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

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, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

### See Also

`acf`

### Examples

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

[Package gamlss version 5.3-2 Index]