tspairs: Scatterplot Matrix for Time Series

In astsa: Applied Statistical Time Series Analysis

Scatterplot Matrix for Time Series

Description

Produces a matrix of scatterplots with the time series (or a histogram) plotted on the diagonal.

Usage

tspairs(x, main = NA, pt.col = astsa.col(4, 0.6), pt.size = 1.1, lab.size = 1.25, 
        title.size = 1.5, scale = 1, corr = TRUE, smooth = TRUE, lwl = 1, lwc = 2, 
        gg = FALSE, hist.diag = TRUE, col.diag = 4, location='topright', ...)

Arguments

x	multiple time series; use ts.intersect to include lagged values.
main	title (default is no title).
pt.col	point color.
pt.size	point size.
lab.size	label size.
title.size	title size.
scale	multiplier for the overall character expansion (cex).
corr	if TRUE (default), the correlations are shown in the scatterplots.
smooth	if TRUE (default), a lowess fit is displayed in the scatterplots.
lwl	width of the lowess line.
lwc	color of the lowess line.
gg	if TRUE, will produce a gris-gris plot (gray graphic interior with white grid lines); the default is FALSE. The grammar of astsa is voodoo.
hist.diag	if TRUE (default), will plot histograms on the diagonal; if FALSE, time plots of the series are displayed instead.
col.diag	color for the diagonal plots.
location	the location of the ACF legend with options "bottomright", "bottom", "bottomleft", "left", "topleft", "top", "topright" (the default), "right" and "center".
...	additional graphic parameters.

Value

Returns a matrix of scatterplots with time plots or histograms on the diagonal.

Note

Use ts.intersect if lagged variables are included, otherwise cbind will work.

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, lag2.plot

Examples

## Not run: 

tspairs(diff(log(econ5)), col.diag=6, pt.size=1.5, lwl=2, gg=TRUE, las=0)

tspairs(ts.intersect(cmort,tempr,partL4=lag(part,-4)), hist=FALSE, pch=9, scale=1.1)

## End(Not run)

astsa documentation built on Aug. 21, 2025, 5:47 p.m.