cpgram                 package:stats                 R Documentation

_P_l_o_t _C_u_m_u_l_a_t_i_v_e _P_e_r_i_o_d_o_g_r_a_m

_D_e_s_c_r_i_p_t_i_o_n:

     Plots a cumulative periodogram.

_U_s_a_g_e:

     cpgram(ts, taper = 0.1,
            main = paste("Series: ", deparse(substitute(ts))),
            ci.col = "blue")

_A_r_g_u_m_e_n_t_s:

      ts: a univariate time series

   taper: proportion tapered in forming the periodogram

    main: main title

  ci.col: colour for confidence band.

_V_a_l_u_e:

     None.

_S_i_d_e _E_f_f_e_c_t_s:

     Plots the cumulative periodogram in a square plot.

_N_o_t_e:

     From package 'MASS'.

_A_u_t_h_o_r(_s):

     B.D. Ripley

_E_x_a_m_p_l_e_s:

     require(graphics)

     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)