| plotts.sample.wge {tswge} | R Documentation |
Plot Data, Sample Autocorrelations, Periodogram, and Parzen Spectral Estimate
Description
For a given realization, this function plots the data, and calculates and plots the sample autocorrelations, periodogram, and Parzen window spectral estimator in a 2x2 array of plots.
Usage
plotts.sample.wge(x, lag.max = 25, trunc = 0, arlimits=FALSE,speclimits=c(0,0),
periodogram=FALSE)Arguments
x |
A vector containing the realization |
lag.max |
The maximum lag at which to calculate the sample autocorrelations |
trunc |
The truncation point M for the Parzen spectral estimator. If M=0 theN M=2sqrt(n). If M>0 then M is the value entered |
arlimits |
Logical variable. TRUE plots 95 percent limit lines on sample autocorrelation plots |
periodogram |
Logical variable. TRUE plots periodogram, default=FALSE |
speclimits |
User supplied limits for Parzen spectral density and periodogram, default=function decides limits |
Value
xbar |
The sample mean of the realization |
autplt |
A vector containing sample autocorrelations from 0, 1, ..., aut.lag |
freq |
A vector containing the frequencies at which the periodogram and window estimate are calculated |
db |
Periodogram (in dB) calculated at the frequecies in freq |
freq |
Parzen spectral estimate (in dB) calculated at the frequecies in freq |
Author(s)
Wayne Woodward
References
"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott
Examples
data(wages)
plotts.sample.wge(wages,trunc=0)