lag.plot                package: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

See Also:

     'plot.ts' which is the basic work horse.

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)
     ## Not run: 
     no lines for long series :
     lag.plot(sqrt(sunspots), set = c(1:4, 9:12), pch = ".", col = "gold")
     ## End(Not run)

