tsDyn (version 0.9-44)

autopairs: Bivariate time series plots

Description

Bivariate time series plots: scatterplots, directed lines and kernel density estimations using functions in the sm package.

Usage

autopairs(x, lag = 1, h, type = c("levels", "persp", "image", "lines",
  "points", "regression"))

Arguments

x

time series

lag

time lag

h

kernel window (useful only for kernel estimations)

type

type of plot: contour levels, perspective plots, image, directed lines, points or points with superposed kernel regression

Value

None. Plots are produced on the default graphical device.

Details

Bivariate time series plots: scatterplots, directed lines and kernel density and regression functions estimations using functions in the package sm. In particular, for kernel density estimation sm.density is used, with smoothing parameter h defaulting to hnorm. For kernel regression, sm.regression is used.

See Also

For finer control on density estimation, consider using directly sm.density and, especially, sm.ts.pdf from package sm.

Examples

# NOT RUN {
x <- log10(lynx)
autopairs(x, lag=2, type="lines")
# }