Spectrum Plot
The spectrum plot displays the estimated spectrum for a time series using either a smoothed periodogram or autoregressive parameters.
Choose Statistics Time Series
Spectrum Plot. The dialog shown below appears.
Data
Data Set
Select or enter the name of a data set having time series as columns.
Variable
Choose one variable from the dropdown list.
Enter an S-PLUS expression that identifies the rows to use in the analysis. To use all the rows in the data set, leave this field blank.
Select this box to omit from the analysis any rows in the data set that contain missing values for any of the variables in the model.
Options
Method
Specify whether an autoregressive model or a smoothed periodogram is used in estimating the spectrum.
Spans
This field is available when Type is periodogram. Enter a sequence of lengths of modified Daniell smoothers to run over the raw periodogram. Use spans = 1, the default, for the raw periodogram. A modified Daniell smoother has all values equal except for the two end values, which are half the size of the others. The values should be odd integers.
Pad
Specify the fraction of the length of the variable that is to be padded: {pad * length(x)} zeros are added to the end of the series before computing the periodogram.
Taper
Specify the fraction of each end of the time series that is to be tapered. A split cosine taper is applied to {taper * length(x)} points at each end of the series. This must take values between 0 and 0.5.
Detrend
Select to remove a least squares line from each component of the series before computing the periodogram.
Demean
Select to remove the mean of each series before computing the periodogram. Selecting Detrend also removes the mean.
Number of Frequencies
Specify the number of frequencies between 0 and the Nyquist frequency (equal to the frequency/2 cycles per unit time) at which to compute the spectrum.
Sampling Frequency
Specify the sampling frequency for the time series.
Related S-Plus language functions
spectrum, spec.plot, spec.ar