Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

autotriples

Trivariate time series plots

Description

Trivariate time series plots: kernel autoregression using functions in the sm package

Usage

autotriples(x, lags = 1:2, h, type = c("levels", "persp", "image", "lines",
  "points"))

Arguments

x

time series
lags

vector of regressors lags
h

kernel window
type

type of plot: contour levels, perspective plots, image

Details

This function displays trivariate time series plots, i.e. kernel regression of x_{t-l_1}, x_{t-l_2} against x_t using functions in the package sm. In particular, sm.regression is used, with smoothing parameter defaulting to hnorm(x).

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 kernel regression, consider using directly sm.regression and, especially, sm.autoregression in package sm.

Examples

autotriples(log(lynx))
autotriples(log(lynx), type="persp")
autotriples(log(lynx), type="image")
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

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.