pergram {growth}R Documentation

Calculate and Plot a Periodogram

Description

pergram calculates the values of a periodogram, plot.pergram plots it, and plot.cum.pergram plots the corresponding cumulative periodogram.

Usage

pergram(y)
plot.pergram(y, add=FALSE, lty=1, xlab="Frequency", ylab="Periodogram",
        main="Periodogram", ylim=c(0,max(po[,2])))
plot.cum.pergram(y, xlab="Frequency", ylab="Periodogram",
        main="Cumulative periodogram",
        ylim=c(0,max(cpo+1.358/(a+0.12+0.11/a))))

Arguments

y A time series vector.
add If TRUE, adds a new periodogram to an existing plot.
others Plotting parameters

Value

pergram prints and returns a two-column matrix of class, pergram, containing the periodogram.

Author(s)

J.K. Lindsey

Examples

y <- rnorm(100)
print(z <- pergram(y))
plot(z)
plot.cum(z)

[Package growth version 1.0 Index]