gperiodograma {descomponer} | R Documentation |
Plotting method for specturm calculate by periodograma function.
gperiodograma(y)
y |
a vector of the observed time-serie values |
Parra, F. (2014), Amplitude time-frequency regression, (http://econometria.wordpress.com/2013/08/21/estimation-of-time-varying-regression-coefficients/)
n<-100;x<-seq(0,24*pi,length=n);y<-sin(x)+rnorm(n,sd=.3)
gperiodograma(y)