lag2.plot: Lag Plot - two time series

In astsa: Applied Statistical Time Series Analysis

Lag Plot - two time series

Description

Produces a grid of scatterplots of one series versus another lagged. The first named series is the one that gets lagged.

Usage

lag2.plot(series1, series2, max.lag = 0, corr = TRUE, smooth = TRUE, col = gray(.1),
           lwl = 1, lwc = 2, bgl = gray(1,.65), ltcol = 1, box.col = 8, cex = .9, ...)

Arguments

series1	first series (the one that gets lagged)
series2	second series
max.lag	maximum number of lags
corr	if TRUE, shows the cross-correlation value in a legend
smooth	if TRUE, adds a lowess fit to each scatterplot
col	color of points; default is gray(.1)
lwl	width of lowess line; default is 1
lwc	color of lowess line; default is 2 (red)
bgl	background of the ACF legend; default is semitransparent white
ltcol	legend text color; default is black
box.col	color of the border of the ACF legend; default is 'gray(62)'
cex	size of points; default is .9
...	additional graphical parameters

Author(s)

D.S. Stoffer

References

You can find demonstrations of astsa capabilities at FUN WITH ASTSA.

The most recent version of the package can be found at https://github.com/nickpoison/astsa/.

In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.

The webpages for the texts and some help on using R for time series analysis can be found at https://nickpoison.github.io/.

See Also

lag1.plot

Examples

lag2.plot(soi, rec, max.lag=3)
lag2.plot(soi, rec, 8, cex=1.1, pch=19, col=5, lwl=2)

astsa documentation built on Jan. 10, 2023, 1:11 a.m.