plotts.sample.wge

For a given realization, this function plots the data, and calculates and plots the sample autocorrelations, periodogram, and Parzen window spectral estimator in a 2x2 array of plots.

 plot

 periodogram 

 Parzen 

Accompanies the text Applied Time Series Analysis with R, 2nd edition by Woodward, Gray, and Elliott. It is helpful for data analysis and for time series instruction.

Wayne Woodward

tswge

Applied Time Series Analysis

plotts.sample.wge function

<dl> <dt>x</dt>
<dd>A vector containing the realization</dd> <dt>lag.max</dt>
<dd>The maximum lag at which to calculate the sample autocorrelations</dd> <dt>trunc</dt>
<dd>The truncation point M for the Parzen spectral estimator. If M=0 theN M=2sqrt(n). If M&gt;0 then M is the value entered</dd> <dt>arlimits</dt>
<dd>Logical variable. TRUE plots 95 percent limit lines on sample autocorrelation plots</dd></dl>

Arguments

Author

Plot Data, Sample Autocorrelations, Periodogram, and Parzen Spectral Estimate — plotts.sample.wge

<dl>

 <dt>x</dt>
<dd>A vector containing the realization</dd>

 <dt>lag.max</dt>
<dd>The maximum lag at which to calculate the sample autocorrelations</dd>

 <dt>trunc</dt>
<dd>The truncation point M for the Parzen spectral estimator. If M=0 theN M=2sqrt(n). If M&gt;0 then M is the value entered</dd>

 <dt>arlimits</dt>
<dd>Logical variable. TRUE plots 95 percent limit lines on sample autocorrelation plots</dd>

</dl>

plotts.sample.wge: Plot Data, Sample Autocorrelations, Periodogram, and Parzen Spectral Estimate

Description

Usage

Value

Arguments

Author

References

Examples