specest: 'specest' direct spectral estimation of series y using...

In tsapp: Time Series, Analysis and Application

Description

specest direct spectral estimation of series y using periodogram window win

Usage

specest(
  y,
  nf,
  e,
  win = c("perwinba", "perwinpa", "perwinda"),
  conf = 0,
  type = "cov"
)

Arguments

y	(n,1) vector, the ts
nf	number of equally spaced frequencies
e	equal bandwidth, must be 0 <= e <0.5
win	string, name of periodogram window (possible: "perwinba", "perwinpa", "perwinda")
conf	scalar, the level for confidence intervals
type	c("cov","cor"), area under spectrum is variance or is normed to 1.

Value

est (nf+1,2)- or (nf+1,4)-matrix:

column 1:	frequencies 0, 1/n, 2/n, ..., m/n
column 2:	the estimated spectrum
column 3+4:	the confidence bounds

Examples

data(WHORMONE)
est <- specest(WHORMONE,50,0.05,win = c("perwinba","perwinpa","perwinda"),conf=0,type="cov") 

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