cpgram {stats}R Documentation

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.

Note

From package MASS.

Author(s)

B.D. Ripley

Examples

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)

[Package stats version 2.1.0 Index]