astsa (version 1.6)

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/tsa4/

Examples

lag2.plot(soi, rec, 8)

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