Given a time series contained in the vector x, plotsp.parzen.wge calculates and plots the periodogram and Parzen window estimates at the default truncation point M=2*sqrt(n) and up to 2 additional user specified trunctaion points.
plotts.parzen.wge(x, m2=c(0,0))
Frequencies at which the periodogram and parzen widow estimates are calculated
Periodogram (in dB) calculated at the frequencies in freq
Parzen window estimate (in dB) calculated at the frequencies in freq using truncation point 2*sqrt(n)
Parzen window estimate (in dB) calculated at the frequencies in freq using truncation point m2[1]
Parzen window estimate (in dB) calculated at the frequencies in freq using truncation point m2[2]
The vector containing the time series realization
A 2-component vector specifying up to 2 additional truncation points
Wayne Woodward
m2=c(10,24) indicates that in addition to the default truncation point, the smoothed spectral estimator is to be calculated using truncation points 10 and 24, m2=c(0,0) indicates that no additional truncation points are to be used, and m2=c(10,0) indicates the use of one additional truncation point (10)
"Applied Time series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott
data(ss08)
m2=c(10,50)
plotts.parzen.wge(ss08,m2)Run the code above in your browser using DataLab