gamlss.util (version 4.2-7)

lagPlot: Lag plot for time series data

Description

The function lagPlot() plots a time series variable against its lagged values or against the lagged values of an explanatory variable.

Usage

lagPlot(y, x = NULL, lags = 0, corr = TRUE, smooth = TRUE)

Value

A plot is produded.

Details

The function uses the functions lag.plo1() and lag.plo2() desribed in Shumway and Stoffer (2011) page 56.

References

Shumway R. H. and Stoffer D. S. (2011) Time Series Analysis and Its Applications, With R Examples. (third edition), Springer, New York, .

See Also

lag.plot

Examples

dax<-EuStockMarkets[,"DAX"]
ftse<-EuStockMarkets[,"FTSE"]
lagPlot(dax, lags=9)
lagPlot(dax, ftse, lags=8)