autotriples: Trivariate time series plots

In tsDyn: Nonlinear Time Series Models with Regime Switching

Trivariate time series plots

Description

Trivariate time series plots: kernel autoregression using functions in the sm package

Usage

autotriples(
  x,
  lags = 1:2,
  h,
  type = c("levels", "persp", "image", "lines", "points")
)

Arguments

x	time series
lags	vector of regressors lags
h	kernel window
type	type of plot: contour levels, perspective plots, image

Details

This function displays trivariate time series plots, i.e. kernel regression of x[t-lags[1]], x[t-lags[2]] against x[t] using functions in the package sm. In particular, sm.regression is used, with smoothing parameter defaulting to hnorm(x).

Value

None. Plots are produced on the default graphical device.

Author(s)

Wrappers to sm by Antonio, Fabio Di Narzo

See Also

For finer control on kernel regression, consider using directly sm.regression and, especially, sm.autoregression in package sm.

Examples

autotriples(log(lynx))
autotriples(log(lynx), type="persp")
autotriples(log(lynx), type="image")

tsDyn documentation built on Oct. 31, 2024, 5:08 p.m.