R: Time Series Lag Plots

lag.plot {ts} | 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,
             font.main=par("font.main"), cex.main=par("cex.main"),
             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` | positive integer vector allowing to specify 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`.
`font.main, cex.main` | attributes for the title, see `par()`.
`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; if true, the user is asked 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`.

### 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

    data(nhtemp)
    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")

    data(sunspots) # no lines for larges series :
    lag.plot(sqrt(sunspots), set = c(1:4, 9:12), pch = ".", col = "gold")

    ## Multivariate (but non-stationary! ...)
    data(freeny)
    lag.plot(freeny.x, lag = 3)

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