Peri: Multivariate Periodogram.

Description Usage Arguments Details Examples

View source: R/RcppExports.R

Description

Peri calculates the periodogram of a multivariate time series.

Usage

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Peri(X)

Arguments

X

(Txq) data matrix.

Details

Returns an array of dimension c(q,q,floor(T/2)).

Examples

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series<-FI.sim(T=1000,q=2,rho=0.7,d=c(0.4,0.4))
peri<-Peri(series)
par(mfrow=c(2,2))
for(i in 1:2){
for(j in 1:2){
plot(Re(peri[i,j,]), type="h")
lines(Im(peri[i,j,]), col=2)
}}

FunWithR/LongMemoryTS documentation built on June 9, 2018, 12:22 a.m.