lagPlot: Lag plot for time series data

In mstasinopoulos/GAMLSS-utilities: Generalised Additive Models for Location Scale and Shape Utilities

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

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 produced.

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

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

mstasinopoulos/GAMLSS-utilities documentation built on July 8, 2023, 11:25 p.m.