"lag1.plot {astsa}" vs. "lag.plot {stats}"
Roy Mendelssohn - NOAA Federal <roy.mendelssohn <at> noaa.gov> writes: | Not certain which plot you are looking at, but my guess is the | answer is contained somewhere here: | http://www.stat.pitt.edu/stoffer/tsa3/Rissues.htm in particular | perhaps issues 4-5.
On Apr 20, 2015, Paul Domaskis <paul.domaskis <at> gmail.com> wrote:
| Yup, that's it. What the stats package refers to as lag is | time-advancement. I assume that this odd definition is due to the | fact that we read from left to right, so a time plot that shifts | right looks like it's racing ahead, even though it is sliding | backward along the time axis. Heck, it's even infused in the way we | refer to advancing in time, which *often* refers to time | progression, i.e. moving rightward along the time access. | | Anyway, the point where this wrinkle occurs in the aforementioned | tutorial is | | lag.plot(dljj, 9, do.lines=FALSE) | lag1.plot(dljj, 9) # if you have astsa loaded (not shown) | | The following code shows the correction to the use of lag.plot so | that it matches lag1.plot: | | # From tutorial | lag.plot(dljj, 9, do.lines=FALSE) | | # Correction | deve.new() | lag.plot(dljj, set.lags=-1:-9, do.lines=FALSE) | | # astsa's implementation matches above Correctoion | dev.new() | lag1.plot(dljj, 9) By the way, the tsa3 issues page that you reference above...it's indicates the problems with existing time series functions as the reason for developing corrected functsion in astsa/tsa3. But the actual documentation for these corrected functions are extremely sparse. Is there another source of documentation that actually explains the corrections done?