peplot: Periodic Correlation Visualization Plot

In pear: Package for Periodic Autoregression Analysis

Description

In order to visualize dependence at lag k in a periodic series it is useful to plot z[t] vs z[t-k] for each period, m=1,2,...,p. For example in a monthly series we look at scatter plots of Jan vs Dec (previous year), Feb vs Jan, Mar vs Feb, etc. for the lag 1 plots.

Usage

peplot(z, lag=1, label=FALSE, mfrow=c(2, 2))

Arguments

z	a univariate time series object. Note that the period of z is given by attr(z, "tsp")[3]. Additional information about the time series can be provided in a title string by setting attr(z, "title") to the desired string. This title will then be displayed on the plot. Abbreviations for the periods may be provided in attr(z, "abb"). For example, to use the standard monthly abbreviations: attr(z, "abb")<-month.abb. These abbreviations will be used to aid one in interpreting the output.
lag	lag separation
label	if label = TRUE, the identify() function will be called allowing one to identify and label particular data points on the plots.
mfrow	Since many plots may be produced, the default is to produce 4 plots per page.

Details

This plot provides a visualization of the periodic autocorrelation just as lag.plot() for the usual autocorrelations.

Value

none

Side Effects

plot produced

See Also

lag.plot

Examples

data(Fraser)
peplot(log(Fraser))

Example output

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 Press Enter key for next plot

pear documentation built on May 2, 2019, 9:16 a.m.