td: Cumulative periodogram test
In PacoParra/descomponer-1.5: Seasonal Adjustment by Frequency Analysis
Description
Usage
Arguments
Details
Value
References
See Also
Examples
Description
Cumulative periodogram test.
Usage
1
td(y)
Arguments
y
a vector of the observed time-serie values
Details
The output is a data.frame object.
Value
s2
Cumulative periodogram.
min
Is calculated by -c+(t/length(y))
max
Is calculated by c+(t/length(y))
References
Parra, F. (2014), Amplitude time-frequency regression, (http://econometria.wordpress.com/2013/08/21/estimation-of-time-varying-regression-coefficients/)
See Also
Examples
1
2
PacoParra/descomponer-1.5 documentation built on May 6, 2019, 9:07 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Details Value References See Also Examples
Description
Cumulative periodogram test.
Usage
1 | td(y)
|
Arguments
y |
a vector of the observed time-serie values |
Details
The output is a data.frame object.
Value
s2 |
Cumulative periodogram. |
min |
Is calculated by -c+(t/length(y)) |
max |
Is calculated by c+(t/length(y)) |
References
Parra, F. (2014), Amplitude time-frequency regression, (http://econometria.wordpress.com/2013/08/21/estimation-of-time-varying-regression-coefficients/)
See Also
Examples
1 2 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.