peplot                 package:pear                 R Documentation

_P_e_r_i_o_d_i_c _C_o_r_r_e_l_a_t_i_o_n _V_i_s_u_a_l_i_z_a_t_i_o_n _P_l_o_t

_D_e_s_c_r_i_p_t_i_o_n:

     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.

_U_s_a_g_e:

     peplot(z, lag=1, label=FALSE, mfrow=c(2, 2))

_A_r_g_u_m_e_n_t_s:

       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. 

_D_e_t_a_i_l_s:

     The importance of looking at these plots was noted by Cox (1981)

_V_a_l_u_e:

     NULL

_S_i_d_e _E_f_f_e_c_t_s:

     plot produced

_R_e_f_e_r_e_n_c_e_s:

     Cox, D.R. (1981), "Statistical Analysis of Time Series: Some
     Recent Developments", Scandinavian Journal of Statistics, Vol. 8,
     pp.93-115.

_S_e_e _A_l_s_o:

_E_x_a_m_p_l_e_s:

     data(fraser)
     peplot(log(fraser))

