[R] "lag1.plot {astsa}" vs. "lag.plot {stats}"
Paul
Paul.Domaskis at gmail.com
Mon Apr 20 19:25:45 CEST 2015
Roy Mendelssohn - NOAA Federal <roy.mendelssohn <at> noaa.gov> writes:
| Not certain which plot you are looking at, but my guess is the
| answer is contained somewhere here:
| http://www.stat.pitt.edu/stoffer/tsa3/Rissues.htm in particular
| perhaps issues 4-5.
On Apr 20, 2015, Paul Domaskis <paul.domaskis <at> gmail.com> wrote:
| Yup, that's it. What the stats package refers to as lag is
| time-advancement. I assume that this odd definition is due to the
| fact that we read from left to right, so a time plot that shifts
| right looks like it's racing ahead, even though it is sliding
| backward along the time axis. Heck, it's even infused in the way we
| refer to advancing in time, which *often* refers to time
| progression, i.e. moving rightward along the time access.
|
| Anyway, the point where this wrinkle occurs in the aforementioned
| tutorial is
|
| lag.plot(dljj, 9, do.lines=FALSE)
| lag1.plot(dljj, 9) # if you have astsa loaded (not shown)
|
| The following code shows the correction to the use of lag.plot so
| that it matches lag1.plot:
|
| # From tutorial
| lag.plot(dljj, 9, do.lines=FALSE)
|
| # Correction
| deve.new()
| lag.plot(dljj, set.lags=-1:-9, do.lines=FALSE)
|
| # astsa's implementation matches above Correctoion
| dev.new()
| lag1.plot(dljj, 9)
By the way, the tsa3 issues page that you reference above...it's
indicates the problems with existing time series functions as the
reason for developing corrected functsion in astsa/tsa3. But the
actual documentation for these corrected functions are extremely
sparse. Is there another source of documentation that actually
explains the corrections done?
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