specest {tsapp}

specest direct spectral estimation of series y using periodogram window win

Description

specest direct spectral estimation of series y using periodogram window win

Usage

specest(
  y,
  nf,
  e,
  win = c("perwinba", "perwinpa", "perwinda"),
  conf = 0,
  type = "cov"
)

Arguments

y

(n,1) vector, the ts

nf

number of equally spaced frequencies

e

equal bandwidth, must be 0 <= e <0.5

win

string, name of periodogram window (possible: "perwinba", "perwinpa", "perwinda")

conf

scalar, the level for confidence intervals

type

c("cov","cor"), area under spectrum is variance or is normed to 1.

Value

est (nf+1,2)- or (nf+1,4)-matrix:

column 1:

frequencies 0, 1/n, 2/n, ..., m/n

column 2:

the estimated spectrum

column 3+4:

the confidence bounds

Examples

data(WHORMONE)
est <- specest(WHORMONE,50,0.05,win = c("perwinba","perwinpa","perwinda"),conf=0,type="cov")