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), 
          bg = NA, lwl = 1, lwc = 2, bgl = NULL, ltcol = 1, box.col = NULL, cex = .9, 
          gg = FALSE, location="topright", ...)

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)
bg: background color for filled plot characters
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
ltcol: legend text color; default is black
box.col: color of the border of the ACF legend; default matches type of plot
cex: size of points; default is .9
gg: if TRUE, will produce a gris-gris plot (gray graphic interior with white grid lines); the default is FALSE. The grammar of astsa is voodoo
location: the location of the CCF legend with options "bottomright", "bottom", "bottomleft", "left", "topleft", "top", "topright" (the default), "right" and "center".
...: 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(Hare, Lynx, max.lag=5, lwl=2, lwc=3, cex=1.5, pch=24, bg='orange')

lag2.plot(soi, rec, 8, cex=1.1, pch=19, col=5, lwl=2, location="bottomleft")

lag2.plot(diff(lead), diff(sales), 5, corr=FALSE, gg=TRUE, pch=8, col=6, lwc=4)