| % File src/library/stats/man/lag.plot.Rd |
| % Part of the R package, https://www.R-project.org |
| % Copyright 1995-2014 R Core Team |
| % Distributed under GPL 2 or later |
| |
| \name{lag.plot} |
| \alias{lag.plot} |
| \title{Time Series Lag Plots} |
| \description{ |
| Plot time series against lagged versions of themselves. |
| Helps visualizing \sQuote{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, |
| \dots) |
| } |
| \arguments{ |
| \item{x}{time-series (univariate or multivariate)} |
| \item{lags}{number of lag plots desired, see arg \code{set.lags}.} |
| \item{layout}{the layout of multiple plots, basically the \code{mfrow} |
| \code{\link{par}()} argument. The default uses about a square |
| layout (see \code{\link{n2mfrow}}) such that all plots are on one page.} |
| \item{set.lags}{vector of positive integers allowing specification of |
| the set of lags used; defaults to \code{1:lags}.} |
| \item{main}{character with a main header title to be done on the top |
| of each page.} |
| \item{asp}{Aspect ratio to be fixed, see \code{\link{plot.default}}.} |
| \item{diag}{logical indicating if the x=y diagonal should be drawn.} |
| \item{diag.col}{color to be used for the diagonal \code{if(diag)}.} |
| \item{type}{plot type to be used, but see \code{\link{plot.ts}} about |
| its restricted meaning.} |
| \item{oma}{outer margins, see \code{\link{par}}.} |
| \item{ask}{logical or \code{NULL}; if true, the user is asked to |
| confirm before a new page is started.} |
| \item{do.lines}{logical indicating if lines should be drawn.} |
| \item{labels}{logical indicating if labels should be used.} |
| \item{\dots}{Further arguments to \code{\link{plot.ts}}. Several |
| graphical parameters are set in this function and so cannot be |
| changed: these include \code{xlab}, \code{ylab}, \code{mgp}, |
| \code{col.lab} and \code{font.lab}: this also applies to the |
| arguments \code{xy.labels} and \code{xy.lines}.} |
| } |
| \details{ |
| If just one plot is produced, this is a conventional plot. If more |
| than one plot is to be produced, \code{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 \code{ask = NULL}, \code{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 \code{main =} instead of \code{head = } for |
| internal consistency. |
| } |
| \author{Martin Maechler} |
| \seealso{ |
| \code{\link{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) |
| |
| ## no lines for long series : |
| lag.plot(sqrt(sunspots), set.lags = c(1:4, 9:12), pch = ".", col = "gold") |
| } |
| \keyword{hplot} |
| \keyword{ts} |