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autopairs

Bivariate time series plots


Description

Bivariate time series plots: scatterplots, directed lines and kernel density estimations using functions in the sm package.

Usage

autopairs(x, lag = 1, h, type = c("levels", "persp", "image", "lines",
  "points", "regression"))

Arguments

x

time series

lag

time lag

h

kernel window (useful only for kernel estimations)

type

type of plot: contour levels, perspective plots, image, directed lines, points or points with superposed kernel regression

Details

Bivariate time series plots: scatterplots, directed lines and kernel density and regression functions estimations using functions in the package sm. In particular, for kernel density estimation sm.density is used, with smoothing parameter h defaulting to hnorm. For kernel regression, sm.regression is used.

Value

None. Plots are produced on the default graphical device.

Author(s)

Wrappers to sm by Antonio, Fabio Di Narzo

See Also

For finer control on density estimation, consider using directly sm.density and, especially, sm.ts.pdf from package sm.

Examples

x <- log10(lynx)
autopairs(x, lag=2, type="lines")

tsDyn

Nonlinear Time Series Models with Regime Switching

v10-1.2
GPL (>= 2)
Authors
Antonio Fabio Di Narzo [aut], Jose Luis Aznarte [ctb], Matthieu Stigler [aut], Ho Tsung-wu [cre]
Initial release
2020-02-04

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