## from MASS library: (C) 1994-9 W. N. Venables and B. D. Ripley cpgram <- function(ts, taper=0.1, main=paste("Series: ", deparse(substitute(ts))), ci.col="blue") { main if(NCOL(ts) > 1) stop("only implemented for univariate time series") x <- as.vector(ts) x <- x[!is.na(x)] x <- spec.taper(scale(x, TRUE, FALSE), p=taper) y <- Mod(fft(x))^2/length(x) y[1] <- 0 n <- length(x) x <- (0:(n/2))*frequency(ts)/n if(length(x)%%2==0) { n <- length(x)-1 y <- y[1:n] x <- x[1:n] } else y <- y[seq(along=x)] xm <- frequency(ts)/2 mp <- length(x)-1 crit <- 1.358/(sqrt(mp)+0.12+0.11/sqrt(mp)) oldpty <- par(pty ="s") on.exit(par(oldpty)) plot(x, cumsum(y)/sum(y), type="s", xlim=c(0, xm), ylim=c(0, 1), xaxs="i", yaxs="i", xlab="frequency", ylab="") lines(c(0, xm*(1-crit)), c(crit, 1), col = ci.col, lty = 2) lines(c(xm*crit, xm), c(0, 1-crit), col = ci.col, lty = 2) title(main = main) invisible() }