plot_residual_ccf
Plot residual cross-correlations pair by pair for the last estimated model to identify relationships left unexplained beyond the confidence band.
Instructions
FIGURE — The residual cross-correlations of the last estimated model,
pair by pair: GraphMaker's two-sided CCF (Treadway's, the suite's
reference), titled "A - B" with A leading at k > 0, and Hosking's
portmanteau below as GraphMaker labels it, P (not Ljung-Box's Q). What is
left beyond the band is what the model does not carry.
nlags defaults to twice the frequency. On a VEC: the residuals of its
stationary form (nabla Y2 and the equilibrium errors, drvec's).
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"name": "<name>"
},
"name": "plot_residual_ccf"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| name | Yes | ||
| path | No | ||
| nlags | No |