plotts.parzen.wge: Calculate and plot the periodogram and Parzen window...

In tswge: Time Series for Data Science

Calculate and plot the periodogram and Parzen window estimates with differing trunctaion points

Description

Given a time series contained in the vector x, plotsp.parzen.wge calculates and plots the periodogram and Parzen window estimates at the default truncation point M=2*sqrt(n) and up to 2 additional user specified trunctaion points.

Usage

plotts.parzen.wge(x, m2=c(0,0))

Arguments

x	The vector containing the time series realization
m2	A 2-component vector specifying up to 2 additional truncation points

Details

m2=c(10,24) indicates that in addition to the default truncation point, the smoothed spectral estimator is to be calculated using truncation points 10 and 24, m2=c(0,0) indicates that no additional truncation points are to be used, and m2=c(10,0) indicates the use of one additional truncation point (10)

Value

freq	Frequencies at which the periodogram and parzen widow estimates are calculated
db	Periodogram (in dB) calculated at the frequencies in freq
dbz	Parzen window estimate (in dB) calculated at the frequencies in freq using truncation point 2*sqrt(n)
dbz1	Parzen window estimate (in dB) calculated at the frequencies in freq using truncation point m2[1]
dbz2	Parzen window estimate (in dB) calculated at the frequencies in freq using truncation point m2[2]

Author(s)

Wayne Woodward

References

"Applied Time series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Examples

data(ss08)
    m2=c(10,50)
    plotts.parzen.wge(ss08,m2)

tswge documentation built on Feb. 16, 2023, 6:51 p.m.