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 |
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.density
.sm.density
, sm.autoregression
a<-sm.ts.pdf(geyser$duration,lags=1:2)