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,
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 |
layout |
the layout of multiple plots, basically the |
set.lags |
vector of positive integers allowing specification of
the set of lags used; defaults to |
main |
character with a main header title to be done on the top of each page. |
asp |
Aspect ratio to be fixed, see |
diag |
logical indicating if the x=y diagonal should be drawn. |
diag.col |
color to be used for the diagonal |
type |
plot type to be used, but see |
oma |
outer margins, see |
ask |
logical or |
do.lines |
logical indicating if lines should be drawn. |
labels |
logical indicating if labels should be used. |
... |
Further arguments to |
If just one plot is produced, this is a conventional plot. If more
than one plot is to be produced, par(mfrow)
and several other
graphics parameters will be set, so it is not (easily) possible to mix
such lag plots with other plots on the same page.
If ask = NULL
, par(ask = TRUE)
will be called if more than
one page of plots is to be produced and the device is interactive.
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.
require(graphics)
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, lags = 3)
## no lines for long series :
lag.plot(sqrt(sunspots), set.lags = c(1:4, 9:12), pch = ".", col = "gold")