dynspecest: 'dynspecest' performs a dynamic spectrum estimation

In tsapp: Time Series, Analysis and Application

Description

dynspecest performs a dynamic spectrum estimation

Usage

dynspecest(y, nseg, nf, e, theta = 0, phi = 15, d, Plot = FALSE)

Arguments

y	time series or vector
nseg	number of segments for which the spectrum is estimated
nf	number of equally spaced frequencies
e	equal bandwidth
theta	azimuthal viewing direction, see R function persp
phi	colatitude viewing direction, see R function persp
d	a value to vary the strength of the perspective transformation, see R function persp
Plot	logical, schould a plot be generated?

Value

out list with components

f	frequencies, vector of length nf
t	time, vector of length nseg
spec	the spectral estimates, (nf,nt)-matrix

Examples

data(IBM) 
y <- diff(log(IBM))
out <- dynspecest(y,60,50,0.2,theta=0,phi=15,d=1,Plot=FALSE)

tsapp documentation built on Oct. 30, 2021, 5:08 p.m.