checkresiduals equivalent

[tgsmith61591]

Would be nice if we had something like checkresiduals to apply to a model fit.

[christopher-siewert]

I'm looking at taking this on.

checkresiduals in R does either a Ljung-Box test or Breusch-Godfrey test and then produces some plots for visual inspection.

We already have a method⁠—arima.plot_diagnostics⁠—that produces these plots. Adding a function that adds one statistical test on top of plot_diagnostics would be confusing to users.

But functions to perform statistical tests of the residuals might be useful. Statsmodels has test_normality, test_heteroskedasticity, and test_serial_correlation functions on their time series models which pmdarima doesn't have.

[tgsmith61591]

Cool, thanks @christopher-siewert . We should be able to access those methods through the results wrapper we get back from the fitted statsmodels model

model.arima_res_.model  # the original model