Description Usage Arguments Details Value Author(s) References See Also Examples

The function `lagPlot()`

plots a time series variable against its lagged values or
against the lagged values of an explanatory variable.

1 |

`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 |

The function uses the functions `lag.plo1()`

and `lag.plo2()`

desribed in Shumway and Stoffer (2011) page 56.

A plot is produded.

Mikis Stasinopoulos

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

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

```
Loading required package: gamlss.dist
Loading required package: MASS
Loading required package: gamlss
Loading required package: splines
Loading required package: gamlss.data
Loading required package: nlme
Loading required package: parallel
********** GAMLSS Version 5.0-2 **********
For more on GAMLSS look at http://www.gamlss.org/
Type gamlssNews() to see new features/changes/bug fixes.
Loading required package: zoo
Attaching package: 'zoo'
The following objects are masked from 'package:base':
as.Date, as.Date.numeric
```

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