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

### 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)

[Package stats version 2.6.2 Index]