| Line 16... |
Line 16... |
| 16 |
}
|
16 |
}
|
| 17 |
\arguments{
|
17 |
\arguments{
|
| 18 |
\item{x}{A univariate or multivariate time series.}
|
18 |
\item{x}{A univariate or multivariate time series.}
|
| 19 |
\item{method}{String specifying the method used to estimate the
|
19 |
\item{method}{String specifying the method used to estimate the
|
| 20 |
spectral density. Allowed methods are \code{"pgram"} (the default)
|
20 |
spectral density. Allowed methods are \code{"pgram"} (the default)
|
| 21 |
and \code{"ar"}.}
|
21 |
and \code{"ar"}.}
|
| 22 |
\item{\dots}{Further arguments to specific spec methods or
|
22 |
\item{\dots}{Further arguments to specific spec methods or
|
| 23 |
\code{plot.spec}.}
|
23 |
\code{plot.spec}.}
|
| 24 |
}
|
24 |
}
|
| 25 |
\value{
|
25 |
\value{
|
| 26 |
An object of class \code{"spec"}, which is a list containing at
|
26 |
An object of class \code{"spec"}, which is a list containing at
|
| Line 54... |
Line 54... |
| 54 |
The result is returned invisibly if \code{plot} is true.
|
54 |
The result is returned invisibly if \code{plot} is true.
|
| 55 |
}
|
55 |
}
|
| 56 |
\details{
|
56 |
\details{
|
| 57 |
\code{spectrum} is a wrapper function which calls the methods
|
57 |
\code{spectrum} is a wrapper function which calls the methods
|
| 58 |
\code{\link{spec.pgram}} and \code{\link{spec.ar}}.
|
58 |
\code{\link{spec.pgram}} and \code{\link{spec.ar}}.
|
| 59 |
|
59 |
|
| 60 |
The spectrum here is defined with scaling \code{1/\link{frequency}(x)},
|
60 |
The spectrum here is defined with scaling \code{1/\link{frequency}(x)},
|
| 61 |
following S-PLUS. This makes the spectral density a density over the
|
61 |
following S-PLUS. This makes the spectral density a density over the
|
| 62 |
range \code{(-frequency(x)/2, +frequency(x)/2]}, whereas a more common
|
62 |
range \code{(-frequency(x)/2, +frequency(x)/2]}, whereas a more common
|
| 63 |
scaling is \eqn{2\pi}{2pi} and range \eqn{(-0.5, 0.5]} (e.g., Bloomfield)
|
63 |
scaling is \eqn{2\pi}{2pi} and range \eqn{(-0.5, 0.5]} (e.g., Bloomfield)
|
| 64 |
or 1 and range \eqn{(-\pi, \pi]}{(-pi, pi]}.
|
64 |
or 1 and range \eqn{(-\pi, \pi]}{(-pi, pi]}.
|
| 65 |
|
65 |
|
| 66 |
If available, a confidence interval will be plotted by
|
66 |
If available, a confidence interval will be plotted by
|
| 67 |
\code{plot.spec}: this is asymmetric, and the width of the centre
|
67 |
\code{plot.spec}: this is asymmetric, and the width of the centre
|
| 68 |
mark indicates the equivalent bandwidth.
|
68 |
mark indicates the equivalent bandwidth.
|
| 69 |
}
|
69 |
}
|
| 70 |
\note{
|
70 |
\note{
|