acfMPeriod (version 1.0.0)

PerioReg: Periodogram

Description

This function computes the univariate periodogram using harmonic regression.

Usage

PerioReg(series)

Arguments

series

univariate time series

Value

a numeric vector containing the robust estimates of the spectral density

References

Reisen, V. A. and L<U+00E9>vy-Leduc, C. and Taqqu, M. (2017) An M-estimator for the long-memory parameter. Journal of Statistical Planning and Inference, 187, 44-55.

Fuller, Wayne A. Introduction to statistical time series. John Wiley & Sons, 2009.

Examples

# NOT RUN {
PerioReg(ldeaths)
# }