auspec

Compute power spectrum estimates for two trigonometric windows of
 Blackman-Tukey type by Goertzel method.

Functions for statistical analysis, prediction and control of time
series based mainly on Akaike and Nakagawa (1988) <ISBN 978-90-277-2786-2>.

Masami Saga

timsac

Time Series Analysis and Control Package

auspec function

<dl> <dt>y</dt>
<dd>a univariate time series.</dd> <dt>lag</dt>
<dd>maximum lag. Default is \(2 \sqrt{n}\), where \(n\)
 is the length of time series <code>y</code>.</dd> <dt>window</dt>
<dd>character string giving the definition of smoothing window.
 Allowed strings are "Akaike" (default) or "Hanning".</dd> <dt>log</dt>
<dd>logical. If <code>TRUE</code>, the spectrum <code>spec</code> is plotted as
 log(<code>spec</code>).</dd> <dt>plot</dt>
<dd>logical. If <code>TRUE</code> (default), the spectrum <code>spec</code> is
 plotted.</dd></dl>

Arguments

Power Spectrum — auspec

<dl>

 <dt>y</dt>
<dd>a univariate time series.</dd>

 <dt>lag</dt>
<dd>maximum lag. Default is \(2 \sqrt{n}\), where \(n\)
 is the length of time series <code>y</code>.</dd>

 <dt>window</dt>
<dd>character string giving the definition of smoothing window.
 Allowed strings are "Akaike" (default) or "Hanning".</dd>

 <dt>log</dt>
<dd>logical. If <code>TRUE</code>, the spectrum <code>spec</code> is plotted as
 log(<code>spec</code>).</dd>

 <dt>plot</dt>
<dd>logical. If <code>TRUE</code> (default), the spectrum <code>spec</code> is
 plotted.</dd>

</dl>

Hanning Window :	a1(0)=0.5,	a1(1)=a1(-1)=0.25,	a1(2)=a1(-2)=0
Akaike Window :	a2(0)=0.625,	a2(1)=a2(-1)=0.25,	a2(2)=a2(-2)=-0.0625

auspec: Power Spectrum

Description

Usage

Value

Arguments

Details

References

Examples