Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: times
See also: fft invfft pgram

Quantlet: spec
Description: estimates and plots the spectral density of a time series

Usage: specd = spec(x {,width {,opt}} )
Input:
x vector
width (optional) scalar, 0 <= width <= (rows(x)/2)
opt (optional) integer; If opt=1 (Default) the spectral density estimate is returned, otherwise the log spectral density estimate
Output:
specd vector

Example:

library("times")

randomize (0)

x=genarma(0.9,0,normal(100))

y=spec(x)

y[1:5]

Result:

plots the estimated spectral density of a time series

Contents of _tmp

[1,]   21.845 

[2,]   21.249 

[3,]   20.079 

[4,]   18.803 

[5,]   17.186                


Library: times
See also: fft invfft pgram

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Rong Chen, Christian Hafner, 970725
(C) MD*TECH Method and Data Technologies, 21.9.2000