descomponer (version 1.6)

td: Cumulative periodogram test

Description

Cumulative periodogram test.

Usage

td(y)

Arguments

y

a vector of the observed time-serie values

Value

s2

Cumulative periodogram.

min

Is calculated by -c+(t/length(y))

max

Is calculated by c+(t/length(y))

Details

The output is a data.frame object.

References

Parra, F. (2014), Amplitude time-frequency regression, (http://econometria.wordpress.com/2013/08/21/estimation-of-time-varying-regression-coefficients/)

See Also

periodograma

Examples

# NOT RUN {
data(PIB)
td(PIB)
# }