Im在R中使用以下函数来生成多个残差分析图
residual.analysis <- function(model, std = TRUE,start = 2, class = c("ARIMA","GARCH","ARMA-GARCH")[1]){
library(TSA)
library(FitAR)
if (class == "ARIMA"){
if (std == TRUE){
res.model = rstandard(model)
}else{
res.model = residuals(model)
}
}else if (class == "GARCH"){
res.model = model$residuals[start:model$n.used]
}else if (class == "ARMA-GARCH"){
res.model = model@fit$residuals
}else {
stop("The argument 'class' must be either 'ARIMA' or 'GARCH' ")
}
par(mfrow=c(3,2))
plot(res.model,type='o',ylab='Standardised residuals', main="Time series plot of standardised residuals")
abline(h=0)
hist(res.model,main="Histogram of standardised residuals")
acf(res.model,main="ACF of standardised residuals")
pacf(res.model,main="PACF of standardised residuals")
qqnorm(res.model,main="QQ plot of standardised residuals")
qqline(res.model, col = 2)
print(shapiro.test(res.model))
k=0
LBQPlot(res.model, lag.max = 30, StartLag = k + 1, k = 0, SquaredQ = FALSE)
}
这给了我一系列需要编织到Word文档中的图,但是我有点担心它们的显示方式,例如PACF图的标题没有正确显示
关于我的任何想法都可以使它们一个接一个地出现而没有任何主标题显示问题?
非常感谢