cpgram
Plot Cumulative Periodogram Plots a cumulative periodogram.
cpgram(ts, taper = 0.1, main = paste("Series: ", deparse1(substitute(ts))), ci.col = "blue")
ts | a univariate time series |
taper | proportion tapered in forming the periodogram |
main | main title |
ci.col | colour for confidence band. |
None.
Plots the cumulative periodogram in a square plot.
From package MASS.
B.D. Ripley
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)
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Licensed under the GNU General Public License.