lag.plot
Time Series Lag Plots
Plot time series against lagged versions of themselves. Helps visualizing auto-dependence even when auto-correlations vanish.
Usage
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="">=>
Arguments
- x
- time-series (univariate or multivariate)
- lags
- number of lag plots desired, see arg
set.lags
. - layout
- the layout of multiple plots, basically the
mfrow
par()
argument. The default uses about a square layout (seen2mfrow
such that all plots are on one page. - set.lags
- vector of positive integers allowing specification of
the set of lags used; defaults to
1:lags
. - main
- character with a main header title to be done on the top of each page.
- asp
- Aspect ratio to be fixed, see
plot.default
. - diag
- logical indicating if the x=y diagonal should be drawn.
- diag.col
- color to be used for the diagonal
if(diag)
. - type
- plot type to be used, but see
plot.ts
about its restricted meaning. - oma
- outer margins, see
par
. - ask
- logical or
NULL
; if true, the user is asked to confirm before a new page is started. - do.lines
- logical indicating if lines should be drawn.
- labels
- 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 includexlab
,ylab
,mgp
,col.lab
andfont.lab
: this also applies to the argumentsxy.labels
andxy.lines
.
Details
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.
If ask = NULL
, par(ask = TRUE)
will be called if more than
one page of plots is to be produced and the device is interactive.
Note
It is more flexible and has different default behaviour than
the S version. We use main =
instead of head =
for
internal consistency.
See Also
plot.ts
which is the basic work horse.
Examples
library(stats)
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")
Community examples
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