MTSplot function

Multivariate Time Series Plot

Provides time plots of a vector time series

MTSplot(data, caltime = NULL)

Arguments

• data: data matrix of a vector time series
• caltime: Calendar time. Default is NULL, that is, using time index

Details

Provides time plots of a vector time series. The output frame depends on the dimension of the time series

Returns

Time plots of vector time series

Author(s)

Ruey S. Tsay

Examples

xt=matrix(rnorm(1500),500,3)
MTSplot(xt)