astsa (version 1.1)

lag2.plot: Lag Plot - two time series

Description

Produces a grid of scatterplots of one series versus another. The first named series is the one that gets lagged.

Usage

lag2.plot(series1, series2, max.lag = 0, corr = TRUE, smooth = TRUE)

Arguments

series1

first series (the one that gets lagged)

series2

second series

max.lag

maximum number of lags

corr

if TRUE, shows the cross-correlation value in a legend

smooth

if TRUE, adds a lowess fit to each scatterplot

References

http://www.stat.pitt.edu/stoffer/tsa3/

Examples

lag2.plot(rnorm(100), runif(100), 5)