### Name: spec.pgram
### Title: Estimate Spectral Density of a Time Series by a Smoothed
###   Periodogram
### Aliases: spec.pgram
### Keywords: ts

### ** Examples

require(graphics)

## Examples from Venables & Ripley
spectrum(ldeaths)
spectrum(ldeaths, spans = c(3,5))
spectrum(ldeaths, spans = c(5,7))
spectrum(mdeaths, spans = c(3,3))
spectrum(fdeaths, spans = c(3,3))

## bivariate example
mfdeaths.spc <- spec.pgram(ts.union(mdeaths, fdeaths), spans = c(3,3))
# plots marginal spectra: now plot coherency and phase
plot(mfdeaths.spc, plot.type = "coherency")
plot(mfdeaths.spc, plot.type = "phase")

## now impose a lack of alignment
mfdeaths.spc <- spec.pgram(ts.intersect(mdeaths, lag(fdeaths, 4)),
   spans = c(3,3), plot = FALSE)
plot(mfdeaths.spc, plot.type = "coherency")
plot(mfdeaths.spc, plot.type = "phase")

stocks.spc <- spectrum(EuStockMarkets, kernel("daniell", c(30,50)),
                       plot = FALSE)
plot(stocks.spc, plot.type = "marginal") # the default type
plot(stocks.spc, plot.type = "coherency")
plot(stocks.spc, plot.type = "phase")

sales.spc <- spectrum(ts.union(BJsales, BJsales.lead),
                      kernel("modified.daniell", c(5,7)))
plot(sales.spc, plot.type = "coherency")
plot(sales.spc, plot.type = "phase")