Description Usage Arguments Value Author(s) References Examples

Computes and plots the nonparametric regression function of a time series against its various lags.

1 |

`x` |
time series |

`lag.max` |
maximum lag |

`deg` |
degree of local polynomial, needed only for the locfit method |

`nn` |
fraction of nearest data contained in a window, needed only for the locfit method |

`method` |
Two methods for nonparametric estimation: "locfit" is
the default which
uses the local polynomial approach via the locfit library to estimate the
conditional mean function of |

Side effects: The nonparametric lagged regression functions are plotted lag by lag, with the raw data superimposed on the plots.

Kung-Sik Chan

"Time Series Analysis, with Applications in R" by J.D. Cryer and K.S. Chan

1 2 3 4 |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.