lag.plot {stats} | R Documentation |
Plot time series against lagged versions of themselves. Helps visualizing “auto-dependence” even when auto-correlations vanish.
lag.plot(x, lags = 1, layout = NULL, set.lags = 1:lags, main = NULL, asp = 1, font.main=par("font.main"), cex.main=par("cex.main"), diag = TRUE, diag.col = "gray", type = "p", oma = NULL, ask = NULL, do.lines = (n <= 150), labels = do.lines, ...)
x |
time-series (univariate or multivariate) |
lags |
number of lag plots desired, see arg set.lags . |
layout |
the layout of multiple plots, basically the mfrow
par() argument. The default uses about a square
layout (see n2mfrow such that all plots are on one page. |
set.lags |
positive integer vector allowing to specify the set of
lags used; defaults to 1:lags . |
main |
character with a main header title to be done on the top of each page. |
asp |
Aspect ratio to be fixed, see plot.default . |
font.main, cex.main |
attributes for the title, see par() . |
diag |
logical indicating if the x=y diagonal should be drawn. |
diag.col |
color to be used for the diagonal if(diag) . |
type |
plot type to be used, but see plot.ts about
its restricted meaning. |
oma |
outer margins, see par . |
ask |
logical; if true, the user is asked before a new page is started. |
do.lines |
logical indicating if lines should be drawn. |
labels |
logical indicating if labels should be used. |
... |
Further arguments to plot.ts . |
It is more flexible and has different default behaviour than
the S version. We use main =
instead of head =
for
internal consistency.
Martin Maechler
plot.ts
which is the basic work horse.
lag.plot(nhtemp, 8, diag.col = "forest green") lag.plot(nhtemp, 5, main="Average Temperatures in New Haven") ## ask defaults to TRUE when we have more than one page: lag.plot(nhtemp, 6, layout = c(2,1), asp = NA, main = "New Haven Temperatures", col.main = "blue") ## Multivariate (but non-stationary! ...) lag.plot(freeny.x, lag = 3) ## Not run: no lines for long series : lag.plot(sqrt(sunspots), set = c(1:4, 9:12), pch = ".", col = "gold") ## End(Not run)