R: Time series lag ggplots

gglagplot {forecast} | R Documentation

## Time series lag ggplots

### Description

Plots a lag plot using ggplot.

“gglagplot” will plot time series against lagged versions of themselves. Helps visualising 'auto-dependence' even when auto-correlations vanish.

“gglagchull” will layer convex hulls of the lags, layered on a single plot. This helps visualise the change in 'auto-dependence' as lags increase.

### Usage

    gglagplot(x, lags=ifelse(frequency(x)>9, 16, 9),
    	set.lags=1:lags, diag=TRUE, diag.col="gray", do.lines=TRUE, colour=TRUE,
    	continuous=frequency(x)>12, labels=FALSE, seasonal=TRUE, ...)
    gglagchull(x, lags=ifelse(frequency(x)>1, min(12,frequency(x)), 4),
    	set.lags=1:lags, diag=TRUE, diag.col="gray", ...)

### Arguments

`x` | a time series object (type `ts`).
`lags` | number of lag plots desired, see arg set.lags.
`set.lags` | vector of positive integers specifying which lags to use.
`diag` | logical indicating if the x=y diagonal should be drawn.
`diag.col` | color to be used for the diagonal if(diag).
`do.lines` | if TRUE, lines will be drawn, otherwise points will be drawn.
`colour` | logical indicating if lines should be coloured.
`continuous` | Should the colour scheme for years be continuous or discrete?
`labels` | logical indicating if labels should be used.
`seasonal` | Should the line colour be based on seasonal characteristics (TRUE), or sequential (FALSE).
`...` | Not used (for consistency with lag.plot)

### Value

None.

### Author(s)

Mitchell O'Hara-Wild

### See Also

`lag.plot`

### Examples

    gglagplot(woolyrnq)
    gglagplot(woolyrnq,seasonal=FALSE)

    gglagchull(woolyrnq)

    lungDeaths <- cbind(mdeaths, fdeaths)
    gglagplot(lungDeaths, lags=2)
    gglagchull(lungDeaths, lags=6)

[Package forecast version 8.0 Index]