Plot multiple realizations of a model Useful for checking model appropriateness

Plot multiple realizations of a model Useful for checking model appropriateness

plot_multiple_realizations(data, results, plot = c("all"), scales = "free_y")

Arguments

data	The actual and the hypothetical realizations in tidy data format
results	The ACF and Spectral Density values for the actual and hypothetical realizations in tidy data format
plot	A vector of options to plot (Default = c("all")) Other options: 'realization', 'acf', 'spectrum'
scales	The scales argument to be passed to ggplot facet_wrap layer (Default = 'free_y') Other appropriate options: 'fixed'

Examples

library(tswge)
data("sunspot.classic")
est = est.arma.wge(sunspot.classic,p=8)
#> 
#> Coefficients of Original polynomial:  
#> 1.2287 -0.4733 -0.1381 0.1569 -0.1403 0.0705 -0.1284 0.2069 
#> 
#> Factor                 Roots                Abs Recip    System Freq 
#> 1-1.5565B+0.8970B^2    0.8676+-0.6017i      0.9471       0.0965
#> 1-0.8771B              1.1402               0.8771       0.0000
#> 1-0.4147B+0.6550B^2    0.3166+-1.1944i      0.8093       0.2088
#> 1+0.7964B             -1.2557               0.7964       0.5000
#> 1+0.8231B+0.5043B^2   -0.8161+-1.1476i      0.7101       0.3484
#>   
#>   

r = generate_multiple_realization(x = sunspot.classic,
                                  phi = est$phi, theta = est$theta, vara = est$avar,
                                  seed = 11)
plot_multiple_realizations(data = r$data, results = r$results)