Calculate and plot a periodogram
Usage
pergram(y)
plot.pergram(y, add=F, lty=1, xlab="Frequency", ylab="Periodogram",
main="Periodogram", ylim=c(0,max(po[,2])))
plot.cum.pergram(y, xlab="Frequency", ylab="Periodogram",
main="Cumulative periodogram",
ylim=c(0,max(cpo+1.358/(a+0.12+0.11/a))))
Arguments
y
|
A time series vector.
|
add
|
If TRUE, adds a new periodogram to an existing plot.
|
others
|
Graphics parameters
|
Description
pergram
calculates the values of a periodogram,
plot.pergram
plots it, and plot.cum.pergram
plots the
corresponding cumulative periodogram.Value
pergram
prints and returns a two-column matrix of class,
pergram
, containing the periodogram.Author(s)
J.K. LindseyExamples
y <- rnorm(100)
print(z <- pergram(y))
plot(z)
plot.cum(z)