gamlss.util (version 4.3-4)

lagPlot: Lag plot for time series data

Description

The function lagPlot() plots a time series variable against its lagged values or against the lagged values of an explanatory variable.

Usage

lagPlot(y, x = NULL, lags = 0, corr = TRUE, smooth = TRUE)

Arguments

y

time-series (univariate)

x

explanatory variable

lags

number of lag plots desired

corr

whether to include the coirrelation in the plot

smooth

whether to plot the smooting curve

Value

A plot is produded.

Details

The function uses the functions lag.plo1() and lag.plo2() desribed in Shumway and Stoffer (2011) page 56.

References

Shumway R. H. and Stoffer D. S. (2011) Time Series Analysis and Its Applications, With R Examples. (third edition), Springer, New York, .

See Also

lag.plot

Examples

dax<-EuStockMarkets[,"DAX"]
ftse<-EuStockMarkets[,"FTSE"]
lagPlot(dax, lags=9)
lagPlot(dax, ftse, lags=8)