Nothing
lag2.plot <-
function(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, ...){
#
name1 = paste(deparse(substitute(series1)),"(t-",sep="")
name10 = paste(deparse(substitute(series1)),"(t)",sep="")
name2 = paste(deparse(substitute(series2)),"(t)",sep="")
#
max.lag = as.integer(max.lag)
m1 = max.lag + 1
prow = ceiling(sqrt(m1))
pcol = ceiling(m1/prow)
a = stats::ccf(series1,series2,max.lag,plot=FALSE)$acf
old.par <- par(no.readonly = TRUE)
#
series1 = as.ts(series1)
series2 = as.ts(series2)
par(mfrow = c(prow,pcol))
for(h in 0:max.lag){
u = ts.intersect(stats::lag(series1,-h), series2)
Xlab = ifelse(h==0, name10, paste(name1,h,")",sep=""))
tsplot(u[,1], u[,2], type='p', xy.labels=FALSE, xy.lines=FALSE, xlab=Xlab,
ylab=name2, col=col, cex=cex, ...)
if (smooth)
lines(stats::lowess(u[,1], u[,2]), col=lwc, lwd=lwl)
if (corr)
legend("topright", legend=format(round(a[m1-h], digits=2),nsmall=2),
text.col=ltcol, bg=bgl, adj=.25, box.col=box.col, cex=.9)
}
on.exit(par(old.par))
}
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