astsa (version 1.10)

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, col = gray(.1), ...)

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

col

color of points; default is gray(.1)

...

additional graphical arguments

References

http://www.stat.pitt.edu/stoffer/tsa4/ and http://www.stat.pitt.edu/stoffer/tsda/

See Also

lag1.plot

Examples

# NOT RUN {
lag2.plot(soi, rec, 3)
lag2.plot(soi, rec, max.lag=8, pch=20, cex=1.5, col=rgb(0,.5,1,.5))
# }