% 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 argument \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}