Residual Diagnostic Plot Matrix

SMAC-Group / gmwm

Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet variance in a moment matching approach that makes it particularly suitable for the estimation of certain state-space models.

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Residual Diagnostic Plot Matrix #196

Closed coatless closed 8 years ago

coatless commented 8 years ago

Residual diagnostic plot matrix

Normal

qq-plot
Histogram with overlay of both normal density & student density (same graph)

Lags

ACF
Robust ACF

White Noise

Std Residuals

Cook's Distance
Non-linearity

Not pictured, but adds:

Portmanteau test
PACF

coatless commented 8 years ago

Feature moved temporarily to SMAC-Group/exts, see: SMAC-Group/exts#2