I'm starting to implement the normal Q-Q plot as a built-in
command. Question: should we standardize the series to be plotted
against the normal?
I notice that R does not standardize, but neither does it draw a
45-degree line. If you don't standardize but do draw the
45-degree line, then you get quite odd-looking results for a
series that has a substantially non-zero mean and/or a variance
that differs substantially from 1.
Allin.