gtd {descomponer} | R Documentation |
Plotting cumulative periodogram test.
gtd(y)
y |
a vector of the observed time-serie values |
Parra, F. (2014), Amplitude time-frequency regression, (http://econometria.wordpress.com/2013/08/21/estimation-of-time-varying-regression-coefficients/)
data(PIB)
gtd(PIB)