gg_lag: Lag plots

In feasts: Feature Extraction and Statistics for Time Series

Lag plots

Description

A lag plot shows the time series against lags of itself. It is often coloured the seasonal period to identify how each season correlates with others.

Usage

gg_lag(
  data,
  y = NULL,
  period = NULL,
  lags = 1:9,
  geom = c("path", "point"),
  arrow = FALSE,
  ...
)

Arguments

data	A tidy time series object (tsibble)
y	The variable to plot (a bare expression). If NULL, it will automatically selected from the data.
period	The seasonal period to display. If NULL (default), the largest frequency in the data is used. If numeric, it represents the frequency times the interval between observations. If a string (e.g., "1y" for 1 year, "3m" for 3 months, "1d" for 1 day, "1h" for 1 hour, "1min" for 1 minute, "1s" for 1 second), it's converted to a Period class object from the lubridate package. Note that the data must have at least one observation per seasonal period, and the period cannot be smaller than the observation interval.
lags	A vector of lags to display as facets.
geom	The geometry used to display the data.
arrow	Arrow specification to show the direction in the lag path. If TRUE, an appropriate default arrow will be used. Alternatively, a user controllable arrow created with grid::arrow() can be used.
...	Additional arguments passed to the geom.

Value

A ggplot object showing a lag plot of a time series.

Examples

library(tsibble)
library(dplyr)
tsibbledata::aus_retail %>%
  filter(
    State == "Victoria",
    Industry == "Cafes, restaurants and catering services"
  ) %>%
  gg_lag(Turnover)

feasts documentation built on Sept. 30, 2024, 9:14 a.m.