The R Project SVN R

% 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}