Plot Cumulative Periodogram

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Description

Plots a cumulative periodogram.

Usage

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cpgram(ts, taper = 0.1,
       main = paste("Series: ", deparse(substitute(ts))),
       ci.col = "blue")

Arguments

ts

a univariate time series

taper

proportion tapered in forming the periodogram

main

main title

ci.col

colour for confidence band.

Value

None.

Side Effects

Plots the cumulative periodogram in a square plot.

Note

From package MASS.

Author(s)

B.D. Ripley

Examples

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require(graphics)

par(pty = "s", mfrow = c(1,2))
cpgram(lh)
lh.ar <- ar(lh, order.max = 9)
cpgram(lh.ar$resid, main = "AR(3) fit to lh")

cpgram(ldeaths)

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