lag2.plot: Lag Plot - two time series

Description

Produces a grid of scatterplots of one series versus another lagged. 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, lwc = 2, bgl = gray(1,.65), ltcol = 1, box.col = 8, cex = .9, ...)

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
lwc: color of lowess line; default is 2 (red)
bgl: background of the ACF legend; default is semitransparent white
ltcol: legend text color; default is black
box.col: color of the border of the ACF legend; default is 'gray(62)'
cex: size of points; default is .9
...: 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 and some help on using R for time series analysis can be found at https://nickpoison.github.io/.

Examples

Run this code

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