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phasePlots

Calculate Phase Plots


Description

Calculate phase plots

Usage

phasePlots(data, max.lag=1,diff=FALSE)

Arguments

data

A matrix, time series matrix, or an object of class TSdata.

max.lag

The maximum number of shifts to plot

diff

If TRUE the data is plotted against the difference with lagged values.

Details

Non-linearities may show up as a non-linear surface, but this is a projection so, for example, a spherical space would not show up. Some sort of cross-section window would show this but require even more plots. A good statistical test would be better!

Value

None

Side Effects

A plot of (the phase space) the data against (differenced) lagged values is produced.

Examples

data("egJofF.1dec93.data", package="dse")
phasePlots(egJofF.1dec93.data)

dse

Dynamic Systems Estimation (Time Series Package)

v2020.2-1
GPL-2
Authors
Paul Gilbert <pgilbert.ttv9z@ncf.ca>
Initial release

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