compute residuals and visualize them, alongside their ACFs

Author: gregorkastner

vignettes/Chapter08.Rmd

@@ -1926,3 +1926,21 @@ for (m in 1:(burnin + M)) {
 ```
 
 We can again compute draws of the predicted values and the residuals.
+
+```{r, echo = -c(1:2)}
+if (pdfplots) {
+  pdf("8-3_6.pdf", width = 5, height = 5)
+}
+par(mfrow = c(2, 2), mar = c(2.5, 1.5, 1.5, .5), mgp = c(1.5, .5, 0), lwd = 1.5)
+preds <- tcrossprod(X, betas)
+us <- as.numeric(y) - preds
+epss <- us[-1, ] - t(phis * t(us[-nrow(us), ]))
+plot(as.numeric(tim), rowMeans(us), type = "l", xlab = "Time",
+     main = "Mean residuals")
+acf(rowMeans(us))
+title("Estimated ACF")
+plot(as.numeric(tim), c(NA, rowMeans(epss)), type = "l", xlab = "Time",
+     main = "Mean residuals of residuals")
+acf(rowMeans(epss))
+title("Estimated ACF")
+```