Diagnostic Plots for ARIMA Models

arima_diag(ts.obj, method = list(first = list(diff = 1, log = TRUE, title = "First Difference with Log Transformation")), cor = TRUE)

ts.obj | A ts object |
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method | A list, defines the transformation parameters of each plot. Each plot should be defined by a list, where the name of the list defines the plot ID. The plot parameters are: diff - an integer, defines the degree of diffrence log - a boolean, optional, defines if log transformation should be used title - optional, the plot title |

cor | A boolean, if TRUE (default), will plot the series ACF and PACF |

A plot

The arima_diag function provides a set of diagnostic plots for identify the ARIMA model parameters. The ACF and PACF can assist in identifying the AR and MA process, and the diffrence plotting hel in idenitfying the degree of differencing that required to make the series stationary

data(USgas) arima_diag(ts.obj = USgas) # Can define more than one differencing plot using the 'method' argument arima_diag(ts.obj = USgas, cor = TRUE, method = list(first = list(diff = 1, log = TRUE, title = "First Diff with Log Transformation"), Second = list(diff = c(1,1), log = TRUE, title = "Second Diff with Log Transformation")))