

spectrum(bats)                               R Documentation

_S_p_e_c_t_r_a_l _D_e_n_s_i_t_y _E_s_t_i_m_a_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n_:

     The `spectrum' function estimates the spectral density
     of a time series. This is just a wrapper function which
     calls the methods `spec.pgram' and `spec.ar'.

     The generic function `plot' has a method for `spec'
     objects.

_U_s_a_g_e_:

     spectrum(x, method=c("pgram","ar"), plot = TRUE, ...)
     plot.spec(spec.obj, add=FALSE, ci=0.95, ...)

_A_r_g_u_m_e_n_t_s_:

       x: A time series.

  method: String specifying the method used to estimate the
          spectral density. Allowed methods are "pgram" (the
          default) and "ar".

    plot: logical. If `TRUE' then the spectral density is
          plotted.

     ...: Further arguments to specific spec methods.

spec.obj: An object of class `spec'.

     add: logical. If `TRUE' then lines are added to the
          existing plot.

      ci: Coverage probability for confidence interval.
          Plotting of the confidence bar is suppressed if
          `ci' = `NULL'.

     ...: Further graphical parameters.

_V_a_l_u_e_:

     An object of class `spec', which is a list containing
     at least the following elements:

    freq: vector of fourier frequencies at which the spec-
          tral density is estimated.

    spec: Vector (for univarite series) or matrix (for mul-
          tivariate series) of estimates of the spectral
          density at frequencies corresponding to `freq'.

     coh: `NULL' for univariate series. For multivariate
          time series, a matrix containing the squared
          coherency between different series. Column  i + (j
          - 1) * (j - 2)/2 of `coh' contains the squared
          coherency between columns i and j of `x', where
          i>j.

   phase: `NULL' for univariate series. For multivariate
          time series a matrix containing the cross-spectrum
          phase between different series. The format is the
          same as `coh'.

  series: The name of the time series.

  method: The method used to calculate the spectrum.

_N_o_t_e_:

     The default plot for `spec' objects is quite complex,
     including an error bar and default title, subtitle and
     axis labels. The defaults can all be overridden by sup-
     plying the appropriate graphical parameters.

_A_u_t_h_o_r_(_s_)_:

     Martyn Plummer

_S_e_e _A_l_s_o_:

     `spec.pgram'

