[R] "lag1.plot {astsa}" vs. "lag.plot {stats}"

Paul
Mon, 20 Apr 2015 17:25:45 -0000

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?