dynspecest function

dynspecest performs a dynamic spectrum estimation

dynspecest(y, nseg, nf, e, theta = 0, phi = 15, d, Plot = FALSE)

Arguments

• y: time series or vector
• nseg: number of segments for which the spectrum is estimated
• nf: number of equally spaced frequencies
• e: equal bandwidth
• theta: azimuthal viewing direction, see R function persp
• phi: colatitude viewing direction, see R function persp
• d: a value to vary the strength of the perspective transformation, see R function persp
• Plot: logical, schould a plot be generated?

Returns

out list with components - f: frequencies, vector of length nf

• t: time, vector of length nseg

• spec: the spectral estimates, (nf,nt)-matrix

Examples

data(IBM) 
y <- diff(log(IBM))
out <- dynspecest(y,60,50,0.2,theta=0,phi=15,d=1,Plot=FALSE)