autotriples {tsDyn}R Documentation

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"),
GUI=interactive())

Arguments

x time series
lags vector of regressors lags
h kernel window
type type of plot: countour levels, perspective plots, image
GUI should a GUI be displayed?

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). If requested, a simple GUI is displayed, to change interactively functions parameters and watching corresponding outputs.

Value

None. Plots are produced on the default graphical device.

Author(s)

Wrappers to 'sm' and GUI 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")

[Package tsDyn version 0.6-1 Index]