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Residual Diagnostics

Evaluate model fit and performance


Econometric ModelerAnalyze and model econometric time series


inferInfer univariate ARIMA or ARIMAX model residuals or conditional variances
inferInfer residuals of univariate regression model with ARIMA time series errors
inferInfer conditional variances of conditional variance models
inferInfer vector autoregression model (VAR) innovations
inferInfer vector error-correction (VEC) model innovations

Examples and How To