mwar.ani {animation} | R Documentation |
This function just fulfills a very naive idea about moving window regression using rectangles to denote the ``windows'' and move them, and the corresponding AR(1) coefficients as long as rough confidence intervals are computed for data points inside the ``windows'' during the process of moving.
mwar.ani(x, k = 15, conf = 2, mat = matrix(1:2, 2), widths = rep(1, ncol(mat)), heights = rep(1, nrow(mat)), lty.rect = 2, ...)
x |
univariate time-series (a single numerical vector); default to be sin(seq(0, 2 * pi, length = 50)) + rnorm(50, sd = 0.2) |
k |
an integer of the window width |
conf |
a positive number: the confidence intervals are computed as [ar1 - conf*s.e., ar1 + conf*s.e.] |
mat, widths, heights |
arguments passed to layout to divide the device into 2 parts |
lty.rect |
the line type of the rectangles respresenting the moving ``windows'' |
... |
other arguments passed to points in the bottom plot (the centers of the arrows) |
The AR(1) coefficients are computed by arima
.
A list containing
phi |
the AR(1) coefficients |
L |
lower bound of the confidence interval |
U |
upper bound of the confidence interval |
Yihui Xie
Robert A. Meyer, Jr. Estimating coefficients that change over time. International Economic Review, 13(3):705-710, 1972.
http://animation.yihui.name/ts:moving_window_ar
# moving window along a sin curve oopt = ani.options(interval = 0.1, nmax = 50) op = par(mar = c(2, 3, 1, 0.5), mgp = c(1.5, 0.5, 0)) mwar.ani(lty.rect = 3, pch = 21, col = "red", bg = "yellow",type='o') # for the data 'pageview' ani.options(interval = 0.1, nmax = 50) data(pageview) mwar.ani(pageview$visits, k = 30) par(op) ## Not run: # HTML animation page ani.options(ani.height = 500, ani.width = 600, outdir = getwd(), nmax = 50, title = "Demonstration of Moving Window Auto-Regression", description = "Compute the AR(1) coefficient for the data in the window and plot the confidence intervals. Repeat this step as the window moves.") ani.start() par(mar = c(2, 3, 1, 0.5), mgp = c(1.5, 0.5, 0)) mwar.ani(lty.rect = 3, pch = 21, col = "red", bg = "yellow",type='o') ani.stop() ## End(Not run) ani.options(oopt)