marspc {TSSS}

Cross Spectra and Power Contribution

Description

Compute cross spectra, coherency and power contribution.

Usage

marspc(arcoef, v, plot = TRUE, ...)

Arguments

arcoef

AR coefficient matrices.

v

innovation variance matrix.

plot

logical. If TRUE (default), cross spectra, coherency and power contribution are plotted.

...

graphical arguments passed to the plot method.

Value

An object of class "marspc" which has a plot method. This is a list with the following components:

spec

cross spectra.

amp

amplitude spectra.

phase

phase spectra.

coh

simple coherency.

power

decomposition of power spectra.

rpower

relative power contribution.

References

Kitagawa, G. (2020) Introduction to Time Series Modeling with Applications in R. Chapman & Hall/CRC.

Examples

# Yaw rate, rolling, pitching and rudder angle of a ship
data(HAKUSAN)
yy <- as.matrix(HAKUSAN[, c(1,2,4)])
nc <- dim(yy)[1]
n <- seq(1, nc, by = 2) 
y <- yy[n, ]
z <- marfit(y, lag = 20)

marspc(z$arcoef, v = z$v)