phase.plots
Calculate phase plots
Description
Usage
phase.plots(data, max.lag=5,diff=F)
Required Arguments
- data
-
A matrix, time series matrix, or an object of class TSdata.
Optional Arguments
- max.lag
-
The maximum number of shifts to plot
.AG
If T the data is plotted against the difference with lagged values.
Value
Side Effects
A plot of (the phase space) the data against (differenced) lagged values is produced.
Details
Non-linearities may show up as a non-linear surface, but this is
a projection so, for example, a spherical space would not show up.
Some sort of cross-section window would show this but require even more plots.
A good statistical test would be better!
Examples
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