R: Time Series Lag Plots

lag.plot {stats}

R Documentation

Time Series Lag Plots

Description

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,
         ...)

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 (see `n2mfrow` 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 include `xlab`, `ylab`, `mgp`, `col.lab` and `font.lab`: this also applies to the arguments `xy.labels` and `xy.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.

Author(s)

Martin Maechler

Examples

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")

[Package stats version 3.4.1 Index]