tsDyn (version 0.7-60)

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"),
GUI=interactive())

Arguments

x

time series

lag

time lag

h

kernel window (useful only for kernel estimations)

type

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

GUI

should a GUI be displayed?

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.

If GUI==TRUE, a simple graphical user interface is displayed to control graphical parameters.

See Also

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

Examples

x <- log10(lynx)
autopairs(x, lag=2, type="lines")