Lag Plot

Lag plots are scatter plots of pairs of values in a time series separated by a lag of one or more time units. They are useful in exploring the autodependence structure of time series.

Choose Statistics __image\arrow5.gif Time Series __image\arrow5.gif Lag Plot. The dialog shown below appears.

__image\lagplot.gif

The Lag Plot dialog has the following options:

Data

Data Set

Select or enter the name of a data set having time series as columns.

Variable

Choose one variable from the dropdown list.

Subset Rows

Enter an S-PLUS expression that identifies the rows to use in the analysis. To use all the rows in the data set, leave this field blank.

Omit Rows with Missing Values

Select this box to omit from the analysis any rows in the data set that contain missing values for any of the variables in the model.

Options

Lag Plot Options

Lag Specify the maximum number of lags to be plotted.

Rows and Columns Specify the layout of the plots per page. The default is 1 row and 1 column, or 1 plot per page. In the example shown in the figure above, the 8 lag plots will be drawn in a layout of 3 rows and 3 columns.

Related S-Plus language functions

lag.plot