# tvspc

From TSSS v1.2.3
by Masami Saga

##### Evolutionary Power Spectra by Time Varying AR Model

Estimate evolutionary power spectra by time varying AR model.

- Keywords
- ts

##### Usage

`tvspc(arcoef, sigma2, var = NULL, span = 20, nf = 200)`

##### Arguments

- arcoef
time varying AR coefficients.

- sigma2
variance of the observational noise.

- var
time varying variance.

- span
local stationary span.

- nf
number of frequencies in evaluating spectrum.

##### Value

return an object of class `"tvspc"`

.

##### References

Kitagawa, G. (2010)
*Introduction to Time Series Modeling*. Chapman & Hall/CRC.

Kitagawa, G. and Gersch, W. (1996)
*Smoothness Priors Analysis of Time Series*. Lecture Notes in Statistics,
No.116, Springer-Verlag.

Kitagawa, G. and Gersch, W. (1985)
*A smoothness priors time varying AR coefficient modeling
of nonstationary time series*. IEEE trans. on Automatic Control, AC-30, 48-56.

##### Examples

```
# NOT RUN {
# seismic data
data(MYE1F)
z <- tvar(MYE1F, trend.order = 2, ar.order = 8, span = 20,
outlier = c(630, 1026), tau2.ini = 6.6e-06, delta = 1.0e-06)
spec <- tvspc(z$arcoef, z$sigma2)
plot(spec, theta = 30, phi = 40, expand = 0.5)
# }
```

*Documentation reproduced from package TSSS, version 1.2.3, License: GPL (>= 2)*

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