td: Cumulative periodogram test

In descomponer: Seasonal Adjustment by Frequency Analysis

Description

Cumulative periodogram test.

Usage

td(y)

Arguments

y	a vector of the observed time-serie values

Details

The output is a data.frame object.

Value

s2	Cumulative periodogram.
min	Is calculated by -c+(t/length(y))
max	Is calculated by c+(t/length(y))

References

Parra, F. (2014), Amplitude time-frequency regression, (http://econometria.wordpress.com/2013/08/21/estimation-of-time-varying-regression-coefficients/)

See Also

periodograma

Examples

data(PIB)
td(PIB)

Example output

         s2         min       max
1 0.7986415 -0.34347725 0.5656995
2 0.8761339 -0.23236614 0.6768106
3 0.9180459 -0.12125503 0.7879217
4 0.9471706 -0.01014392 0.8990328
5 0.9596842  0.10096719 1.0101439
6 0.9696844  0.21207830 1.1212550
7 0.9812495  0.32318941 1.2323661
8 0.9921358  0.43430053 1.3434773
9 1.0000000  0.54541164 1.4545884

descomponer documentation built on Aug. 12, 2021, 5:12 p.m.