Lag plot for time series data

Description

The function lagPlot() plots a time series variable against its lagged values or against the lagged values of an explanatory variable.

Usage

1
lagPlot(y, x = NULL, lags = 0, corr = TRUE, smooth = TRUE)

Arguments

y

time-series (univariate)

x

explanatory variable

lags

number of lag plots desired

corr

whether to include the coirrelation in the plot

smooth

whether to plot the smooting curve

Details

The function uses the functions lag.plo1() and lag.plo2() desribed in Shumway and Stoffer (2011) page 56.

Value

A plot is produded.

Author(s)

Mikis Stasinopoulos

References

Shumway R. H. and Stoffer D. S. (2011) Time Series Analysis and Its Applications, With R Examples. (third edition), Springer, New York, .

See Also

lag.plot

Examples

1
2
3
4
dax<-EuStockMarkets[,"DAX"]
ftse<-EuStockMarkets[,"FTSE"]
lagPlot(dax, lags=9)
lagPlot(dax, ftse, lags=8)

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.