spectrum0(x)/length(x)
estimates the variance of mean(x)
.spectrum0(x, max.freq = 0.5, order = 1, max.length = 200)
x
is aggregated if necessary by
taking batch means so that the length of the series is less than
max.length
. If this is set to NULL
no aggregation occurs.Batching of the data, originally proposed in order to save space, has the side effect of flattening the spectral density and making a polynomial fit more reasonable. Fitting a polynomial of degree zero is equivalent to using the `batched means' method.
x
and a generalized
linear model with family Gamma
and log link is fitted to
the periodogram.The linear predictor is a polynomial in terms of the frequency. The
degree of the polynomial is determined by the parameter order
.
spectrum
, spectrum0.ar
, glm
.