Time Series Lag Plots
Plot time series against lagged versions of themselves. Helps visualizing auto-dependence even when auto-correlations vanish.
lag.plot(x, lags = 1, layout = NULL, set.lags = 1:lags, main = NULL, asp = 1, diag = TRUE, diag.col = "gray", type = "p", oma = NULL, ask = NULL, do.lines = (n <= 150),="" labels =" do.lines," ...)<="" div="">=>
- time-series (univariate or multivariate)
- number of lag plots desired, see arg
- the layout of multiple plots, basically the
par()argument. The default uses about a square layout (see
n2mfrowsuch that all plots are on one page.
- vector of positive integers allowing specification of
the set of lags used; defaults to
- character with a main header title to be done on the top of each page.
- Aspect ratio to be fixed, see
- logical indicating if the x=y diagonal should be drawn.
- color to be used for the diagonal
- plot type to be used, but see
plot.tsabout its restricted meaning.
- outer margins, see
- logical or
NULL; if true, the user is asked to confirm before a new page is started.
- logical indicating if lines should be drawn.
- logical indicating if labels should be used.
- Further arguments to
plot.ts. Several graphical parameters are set in this function and so cannot be changed: these include
font.lab: this also applies to the arguments
If just one plot is produced, this is a conventional plot. If more
than one plot is to be produced,
par(mfrow) and several other
graphics parameters will be set, so it is not (easily) possible to mix
such lag plots with other plots on the same page.
ask = NULL,
par(ask = TRUE) will be called if more than
one page of plots is to be produced and the device is interactive.
It is more flexible and has different default behaviour than
the S version. We use
main = instead of
head = for
plot.ts which is the basic work horse.
require(graphics) lag.plot(nhtemp, 8, diag.col = "forest green") lag.plot(nhtemp, 5, main = "Average Temperatures in New Haven") ## ask defaults to TRUE when we have more than one page: lag.plot(nhtemp, 6, layout = c(2,1), asp = NA, main = "New Haven Temperatures", col.main = "blue") ## Multivariate (but non-stationary! ...) lag.plot(freeny.x, lags = 3) ## no lines for long series : lag.plot(sqrt(sunspots), set = c(1:4, 9:12), pch = ".", col = "gold")