plotts.parzen.wge {tswge} | R Documentation |
Calculate and plot the periodogram and Parzen window estimates with differing trunctaion points
Description
Given a time series contained in the vector x, plotsp.parzen.wge calculates and plots the periodogram and Parzen window estimates at the default truncation point M=2*sqrt(n) and up to 2 additional user specified trunctaion points.
Usage
plotts.parzen.wge(x, m2=c(0,0))
Arguments
x |
The vector containing the time series realization |
m2 |
A 2-component vector specifying up to 2 additional truncation points |
Details
m2=c(10,24) indicates that in addition to the default truncation point, the smoothed spectral estimator is to be calculated using truncation points 10 and 24, m2=c(0,0) indicates that no additional truncation points are to be used, and m2=c(10,0) indicates the use of one additional truncation point (10)
Value
freq |
Frequencies at which the periodogram and parzen widow estimates are calculated |
db |
Periodogram (in dB) calculated at the frequencies in freq |
dbz |
Parzen window estimate (in dB) calculated at the frequencies in freq using truncation point 2*sqrt(n) |
dbz1 |
Parzen window estimate (in dB) calculated at the frequencies in freq using truncation point m2[1] |
dbz2 |
Parzen window estimate (in dB) calculated at the frequencies in freq using truncation point m2[2] |
Author(s)
Wayne Woodward
References
"Applied Time series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott
Examples
data(ss08)
m2=c(10,50)
plotts.parzen.wge(ss08,m2)