autotriples              package:tsDyn              R Documentation

_T_r_i_v_a_r_i_a_t_e _t_i_m_e _s_e_r_i_e_s _p_l_o_t_s

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

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

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

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

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

       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? 

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

     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.

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

     None. Plots are produced on the default graphical device.

_A_u_t_h_o_r(_s):

     Wrappers to 'sm' and GUI by Antonio, Fabio Di Narzo

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

     For finer control on kernel regression, consider using directly
     'sm.regression' and, especially, 'sm.autoregression' in package
     'sm'.

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

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

