sigex.specar: Plot AR spectrum of input time series

In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction

Plot AR spectrum of input time series

Description

Plot AR spectrum of input time series

Usage

sigex.specar(data.ts, diff = FALSE, subseries, period)

Arguments

data.ts	A T x N matrix ts object, corresponding to N time series of length T
diff	Boolean, if TRUE difference the series and plot Growth Rate, else in Levels
subseries	Index between 1 and N, indicating which series to examine
period	Number of observations per cycle (e.g. a year or week)

Value

NA

jlivsey/sigex documentation built on March 20, 2024, 3:17 a.m.