autotriples {tsDyn} | R Documentation |
Trivariate time series plots: kernel autoregression using functions in the 'sm' package
autotriples(x, lags=1:2, h, type=c("levels","persp","image", "lines", "points"), GUI=interactive())
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? |
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.
None. Plots are produced on the default graphical device.
Wrappers to 'sm' and GUI by Antonio, Fabio Di Narzo
For finer control on kernel regression, consider using directly sm.regression
and, especially, sm.autoregression
in package sm
.
autotriples(log(lynx)) autotriples(log(lynx), type="persp") autotriples(log(lynx), type="image")