ar1.spectrum

Generate the power spectrum of a random time series with a specific AR(1)
coefficient.

This is a port of the WTC MATLAB package written by Aslak Grinsted
and the wavelet program written by Christopher Torrence and Gibert P.
Compo. This package can be used to perform univariate and bivariate
(cross-wavelet, wavelet coherence, wavelet clustering) analyses.

Tarik Gouhier

biwavelet

Conduct Univariate and Bivariate Wavelet Analyses

Aslak Grinsted

Viliam Simko

ar1.spectrum function

<dl><dt>ar1</dt>
<dd>First order coefficient desired.</dd>
<dt>periods</dt>
<dd>Periods of the time series at which the spectrum should be
computed.</dd></dl>

Arguments

Tarik C. Gouhier (tarik.gouhier@gmail.com)
Code based on WTC MATLAB package written by Aslak Grinsted.

Author

Power spectrum of a random red noise process — ar1.spectrum

<dl>

<dt>ar1</dt>
<dd>First order coefficient desired.</dd>


<dt>periods</dt>
<dd>Periods of the time series at which the spectrum should be
computed.</dd>

</dl>

ar1.spectrum: Power spectrum of a random red noise process

Description

Usage

Value

Arguments

Author

References

Examples