stats (version 3.3)

cpgram: Plot Cumulative Periodogram

Description

Plots a cumulative periodogram.

Usage

cpgram(ts, taper = 0.1,
       main = paste("Series: ", deparse(substitute(ts))),
       ci.col = "blue")

Arguments

ts

a univariate time series

taper

proportion tapered in forming the periodogram

main

main title

ci.col

colour for confidence band.

Value

• None.

Side Effects

Plots the cumulative periodogram in a square plot.

Examples

require(graphics)

par(pty = "s", mfrow = c(1,2))
cpgram(lh)
lh.ar <- ar(lh, order.max = 9)
cpgram(lh.ar$resid, main = "AR(3) fit to lh")

cpgram(ldeaths)