tsDyn (version 0.9-44)

autotriples: Trivariate time series plots

Description

Trivariate time series plots: kernel autoregression using functions in the sm package

Usage

autotriples(x, lags = 1:2, h, type = c("levels", "persp", "image", "lines",
  "points"))

Arguments

x

time series

lags

vector of regressors lags

h

kernel window

type

type of plot: contour levels, perspective plots, image

Value

None. Plots are produced on the default graphical device.

Details

This function displays trivariate time series plots, i.e. kernel regression of \(x[t-lags[1]], x[t-lags[2]]\) against \(x[t]\) using functions in the package sm. In particular, sm.regression is used, with smoothing parameter defaulting to hnorm(x).

See Also

For finer control on kernel regression, consider using directly sm.regression and, especially, sm.autoregression in package sm.

Examples

# NOT RUN {
autotriples(log(lynx))
autotriples(log(lynx), type="persp")
autotriples(log(lynx), type="image")
# }