astsa (version 1.16)

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),
           lwl=1, bgl ='white', ltcol=1, box.col=8, ...)

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)

lwl

width of lowess line; default is 1

bgl

background of the ACF legend; default is 'white'

ltcol

legend text color; default is black

box.col

color of the border of the ACF legend; default is 'gray(62)'

...

additional graphical parameters

Author

D.S. Stoffer

References

You can find demonstrations of astsa capabilities at FUN WITH ASTSA.

The most recent version of the package can be found at https://github.com/nickpoison/astsa/.

In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.

The webpages for the texts are https://www.stat.pitt.edu/stoffer/tsa4/ and https://www.stat.pitt.edu/stoffer/tsda/.

See Also

lag1.plot

Examples

lag2.plot(soi, rec, max.lag=3)
lag2.plot(soi, rec, 8, cex=1.1, pch=19, col=5, bgl='transparent', lwl=2)