dynspecest {tsapp}

dynspecest performs a dynamic spectrum estimation

Description

dynspecest performs a dynamic spectrum estimation

Usage

dynspecest(y, nseg, nf, e, theta = 0, phi = 15, d, Plot = FALSE)

Arguments

y

time series or vector

nseg

number of segments for which the spectrum is estimated

nf

number of equally spaced frequencies

e

equal bandwidth

theta

azimuthal viewing direction, see R function persp

phi

colatitude viewing direction, see R function persp

d

a value to vary the strength of the perspective transformation, see R function persp

Plot

logical, schould a plot be generated?

Value

out list with components

f

frequencies, vector of length nf

t

time, vector of length nseg

spec

the spectral estimates, (nf,nt)-matrix

Examples

data(IBM) 
y <- diff(log(IBM))
out <- dynspecest(y,60,50,0.2,theta=0,phi=15,d=1,Plot=FALSE)