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plot(x)
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plot(x)
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lines(x1, col = "red")    # go long if the short crosses the long upwards
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lines(x1, col = "red")    # go long if the short crosses the long upwards
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lines(x2, col = "green")  # and go short otherwise
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lines(x2, col = "green")  # and go short otherwise
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## More interesting kernels
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## More interesting kernels
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kd <- kernel("daniell", c(3,3))
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kd <- kernel("daniell", c(3, 3))
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kd # note the unusual indexing
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kd # note the unusual indexing
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kd[-2:2]
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kd[-2:2]
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plot(kernel("fejer", 100, r=6))
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plot(kernel("fejer", 100, r = 6))
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plot(kernel("modified.daniell", c(7,5,3)))
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plot(kernel("modified.daniell", c(7,5,3)))
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# Reproduce example 10.4.3 from Brockwell and Davis (1991)
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# Reproduce example 10.4.3 from Brockwell and Davis (1991)
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spectrum(sunspot.year, kernel=kernel("daniell", c(11,7,3)), log="no")
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spectrum(sunspot.year, kernel = kernel("daniell", c(11,7,3)), log = "no")
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}
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}
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\keyword{ts}
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\keyword{ts}
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