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Subject: XploRe Application Guide
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Quantlet: flts03
Description: Local linear estimate of NAR(1) model for lynx data
Download: flts03.xpl

Code:
  library("smoother")
  library("plot")
  setsize(640,480)
;	data preparation	
  lynx		= read("lynx.dat")
  lynxrows 	= rows(lynx)				
  lag1		= lynx[1:lynxrows-1] 		; vector of first lag
  y   		= lynx[2:lynxrows]   		; vector of dep. var.
  data 		= lag1~y	
  data		= log(data)	   
;	estimation
  h		= 0.2*(max(data[,1])-min(data[,1])); crude bandwidth choice
  mh		= regxest(data,h)		; N-W estimation
  mhlp		= lpregxest(data,h)		; local linear estimation
; 	graphics
  mh		= setmask(mh,"line","blue","dashed")		
  mhlp		= setmask(mhlp,"line","red")				
  xy		= setmask(data,"cross","small")
  plot(xy,mh,mhlp)
  setgopt(plotdisplay,1,1,"title","Estimated NAR(1) mean function","xlabel","First Lag","ylabel","Lynx")

Subject: XploRe Application Guide
See XploRe:

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