plotVar: Plot of the variance factor of the loess or stl fits at each...
In hafen/operator: Loess and STL operator matrix computation for time series

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

Trellis plot of the values of the variance factor of the loess or stl fits at each design point.

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plotVar(op, ylab = "variance", xlab = "x", 
   panel = var.panel, auto.key = 
   list(lines = TRUE, points = FALSE, columns = 3), ...)

`op`	object of class "op", "stlop", or "opblend"
`ylab, xlab, panel, auto.key, ...`	trellis plotting parameters

If op is of class "op", then the values of op\$var are plotted. If op is of class "opblend", the variance of the two fits and the blended variance are overplotted. If op is of class "stlop", the variance for the fitted values, trend, and seasonal components are overplotted.

an object of class "trellis"

Ryan Hafen

R. B. Cleveland, W. S. Cleveland, J.E. McRae, and I. Terpenning (1990) STL: A Seasonal-Trend Decomposition Procedure Based on Loess. Journal of Official Statistics, 6, 3-73.

W.S. Cleveland, E. Grosse and W.M. Shyu (1992) Local regression models. Chapter 8 of Statistical Models in S eds J.M. Chambers and T.J. Hastie, Wadsworth & Brooks/Cole.

stl2

n <- 200
L1 <- loessOp(n, span=91, degree=2, at=c(-9:(n+10)))
L2 <- loessOp(n, span=45, degree=0, at=c(-9:(n+10)))
Lb <- opBlend(L1, L2, n.b=50, blend.p=0.5)

p <- plotVar(L1)
p
plotVar(L2, ylim=p$y.limits)
plotVar(Lb)

sop <- stlOp(50, n.p=7, s.window="periodic", s.degree=1, n.ahead=7)
plotVar(sop)
plotVar(sop$S)