Skip to content
Back to formatted view

Raw Message

Message-ID: <Pine.LNX.4.61.0411241603020.2129@gannet.stats>
Date: 2004-11-24T16:05:03Z
From: Brian Ripley
Subject: tsdiag for ar?
In-Reply-To: <e89bb7ac041124074871ab8d01@mail.gmail.com>

On Wed, 24 Nov 2004, Dr Carbon wrote:

> Is there a way to have the ar function work with tsdiag for on-the-fly
> visualization of ar fits? I have to fit a great many models of varying
> order and would like to save the diagnostic graphs.

First you have to produce them, surely?

> For instance,
> tsdiag(ar(lh))

That gives an error. All you have to do is to write an "ar" method for 
tsdiag -- a good exercise in R programming for you.

> tsdiag(arima(lh, order = c(3,0,0)))


-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595