Diagnostic Plots for ARIMA Models

Source: R/forecast_tools.R

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)

Arguments

ts.obj

A ts object
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

Value

A plot

Details

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

Examples


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")))