R: Power Spectrum

auspec {timsac} | R Documentation

## Power Spectrum

### Description

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

### Usage

    auspec(y, lag=NULL, window="Akaike", log=FALSE, plot=TRUE)

### Arguments

`y` | a univariate time series.
`lag` | maximum lag. Default is 2*sqrt(n), where n is the length of time series `y`.
`window` | character string giving the definition of smoothing window. Allowed values are "Akaike" (default) or "Hanning".
`log` | logical. If TRUE, the spectrum `spec` is plotted as log(`spec`).
`plot` | logical. If TRUE (default) the spectrum `spec` is plotted.

### Details

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

### Value

`spec` | spectrum smoothing by `window`
`stat` | test statistics.

### References

H.Akaike and T.Nakagawa (1988) Statistical Analysis and Control of Dynamic Systems. Kluwer Academic publishers.

### Examples

    y <- arima.sim(list(order=c(2,0,0), ar=c(0.64,-0.8)), n=200)
    auspec(y, log=TRUE)

[Package timsac version 1.3.5 Index]