phasePlots

A matrix, time series matrix, or an object of class TSdata.

data

max.lag

If TRUE the data is plotted against the difference with lagged values.

diff

Package dse provides tools for multivariate, linear, time-invariant,
	time series models. It includes ARMA and state-space representations,
	and methods for converting between them. It also includes simulation
	methods and several estimation functions. The package has functions 
	for looking at model roots, stability, and forecasts at different 
	horizons. The ARMA model representation is general, so that VAR, VARX, 
	ARIMA, ARMAX, ARIMAX can all be considered to be special cases. Kalman
	filter and smoother estimates can be obtained from the state space
	model, and state-space model reduction techniques are implemented. 
	An introduction and User's Guide is available in a vignette.

Paul Gilbert

Dynamic Systems Estimation (time series package)

phasePlots function

A plot of (the phase space) the data against (differenced) lagged values is produced.

phasePlots: Calculate Phase Plots

Description

Usage

Arguments

Value

Side Effects

concept

Details

Examples