peplot {pear} | R Documentation |
In order to visualize dependence at lag k in a periodic series it is useful to plot z[t] vs z[t-k] for each period, m=1,2,...,p. For example in a monthly series we look at scatter plots of Jan vs Dec (previous year), Feb vs Jan, Mar vs Feb, etc. for the lag 1 plots.
peplot(z, lag=1, label=FALSE, mfrow=c(2, 2))
z |
a univariate time series object. Note that the period of z is given by attr(z, "tsp")[3]. Additional information about the time series can be provided in a title string by setting attr(z, "title") to the desired string. This title will then be displayed on the plot. Abbreviations for the periods may be provided in attr(z, "abb"). For example, to use the standard monthly abbreviations: attr(z, "abb")<-month.abb. These abbreviations will be used to aid one in interpreting the output. |
lag |
lag separation |
label |
if label = TRUE, the Splus identify() function will be called allowing one to identify and label particular data points on the plots. |
mfrow |
Since many plots may be produced, the default is to produced 4 plots per page. |
The importance of looking at these plots was noted by Cox (1981)
NULL
plot produced
Cox, D.R. (1981), "Statistical Analysis of Time Series: Some Recent Developments", Scandinavian Journal of Statistics, Vol. 8, pp.93–115.
data(fraser) peplot(log(fraser))