Description Usage Arguments Details Value Note Author(s) References See Also Examples

Computes cumulative normalized periodogram.

1 | ```
cumperiod(x)
``` |

`x` |
The time series you wish to compute the cumulative normalized periodogram. |

Does as the title suggests

A list containing the following two components:

`wp` |
The Fourier frequencies where the cumulative normalized periodogram is evaluated at |

`cumperiod` |
The cumulative normalized periodogram. |

Code was based on Professor Newton's explanation

G. P. Nason

Bartlett, M.S. (1967) Some Remarks on the Analysis of Time-Series.
*J. R. Statist. Soc. B*, **54**, 25-38.

Link to Professor H. Joseph Newton's web page on Bartlett's test

Nason, G.P. and Savchev, D. (2014) White noise testing using
wavelets. *Stat*, **3**, 351-362.
http://dx.doi.org/10.1002/sta4.69

`bartlettB.test`

, `compute.rejection`

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | ```
#
# Use example time series
#
x <- rnorm(100)
x.cp <- cumperiod(x)
#
# Can plot it, if you like
#
## Not run: plot(x.cp$wp, x.cp$cumperiod, type="l", xlab="Frequency",
ylab="Cumulative Normalized Periodogram")
## End(Not run)
#
# You can try replacing the x by, say, an AR(1) using arima.sim and
# you'll get a very different shaped line, depending on the AR(1)
# parameter.
``` |

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