sm.ts.pdf {sm} | R Documentation |
This function estimates the density function of a time series x
,
assumed to be stationary. The univariate marginal density is estimated
in all cases; bivariate densities of pairs of lagged values are estimated
depending on the parameter lags
.
sm.ts.pdf(x, lags, maxlag=1, ask=T, ...)
x |
a vector containing a time series |
lags |
for each value, k say, in the vector lags a density estimate is produced
of the joint distribution of the pair (x(t-k),x(t)) .
|
maxlag |
if lags is not given, it is assigned the value 1:maxlag (default=1).
|
ask |
if ask=T , the program pauses after each plot, until <Enter> is pressed.
|
... |
additional graphical parameters |
see Section 7.2 of the reference below.
a list of two elements, containing the outcome of the estimation of
the marginal density and the last bivariate density, as produced by
sm.density
.
plots are produced on the current graphical device.
Bowman, A.W. and Azzalini, A. (1997). Applied Smoothing Techniques for Data Analysis: the Kernel Approach with S-Plus Illustrations. Oxford University Press, Oxford.
data(geyser) a <- sm.ts.pdf(geyser$duration,lags=1:2)