tseries (version 0.1-1)

cumulative.periodogram: Cumulative Periodogram

Description

Computes the cumulative periodogram and the Kolmogorov-Smirnov test for hidden periodicities of the series x. (see Brockwell and Davies (1991), pp. 334-342). If pl is TRUE, then the cumulative periodogram together with the 95%confidence bounds for Gaussian white noise are plotted. Missing values are not handled.

Usage

cumulative.periodogram (x, pl = TRUE, ...)

Arguments

x

a numeric vector or time series.

pl

a logical indicating whether the cumulative periodogram is plotted.

...

additional arguments to plot.tsparam.

Value

• A "tsparam" object.

References

P. J. Brockwell and R. A. Davis (1991): Time Series: Theory and Methods, 2nd Edition, Springer Verlag, NY, pp. 334-342.

See Also

tsparam, spectrum

Examples

data (sales)  
sal <- diff (sales)
cumulative.periodogram (sal)
x <- rnorm(sal)
cumulative.periodogram (x)