plot.lts

Plot Latent Time Series Data included in an <code>lts</code> object.

internal

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

St<c3><a9>phane Guerrier

simts

Time Series Analysis Tools

Stéphane Guerrier

James Balamuta

Roberto Molinari

Justin Lee

Lionel Voirol

Yuming Zhang

Wenchao Yang

Nathanael Claussen

Yunxiang Zhang

Christian Gunning

Romain Francois

Ross Ihaka

R Core Team 

plot.lts function

<dl><dt>x</dt>
<dd>A <code>lts</code> object</dd>
<dt>xlab</dt>
<dd>A <code>string</code> that gives a title for the x axis.</dd>
<dt>ylab</dt>
<dd>A <code>string</code> that gives a title for the y axis.</dd>
<dt>main</dt>
<dd>A <code>string</code> that gives an overall title for the plot.</dd>
<dt>color</dt>
<dd>A <code>string</code> that gives a color for the line.</dd>
<dt>...</dt>
<dd>additional arguments affecting the plot produced.</dd></dl>

Arguments

Author

Plot Latent Time Series Object — plot.lts

<dl>

<dt>x</dt>
<dd>A <code>lts</code> object</dd>


<dt>xlab</dt>
<dd>A <code>string</code> that gives a title for the x axis.</dd>


<dt>ylab</dt>
<dd>A <code>string</code> that gives a title for the y axis.</dd>


<dt>main</dt>
<dd>A <code>string</code> that gives an overall title for the plot.</dd>


<dt>color</dt>
<dd>A <code>string</code> that gives a color for the line.</dd>


<dt>...</dt>
<dd>additional arguments affecting the plot produced.</dd>

</dl>

Plot Latent Time Series Object

plot.lts: Plot Latent Time Series Object

Description

Usage

Value

Arguments

Author