logical indicating whether to omit rows with missing values.
method
either the string
"Autoregressive" or
"Periodogram" depending on
whether an autoregressive model or a smoothed periodogram is to be used in
estimating the spectrum.
spans
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 2 end values which are half the size of the others. The values
should be odd integers. Used when
method="Autoregressive".
pad
fraction of the length of x that is to be padded: `{pad * length(x)}'
zeros are added to the end of the series before computing the
periodogram. Used when
method="Autoregressive".
taper
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
series. This must take values between 0 and 0.5. Used when
method="Autoregressive".
detrend
if TRUE, remove a least squares line from each component of the series
before computing periodogram. Used when
method="Autoregressive".
demean
if TRUE, remove the mean of each series before computing the periodogram
(detrend also removes the mean). Used when
method="Autoregressive".
n.freq
the number of frequencies between 0 and the Nyquist frequency
(
=frequency/2 cycles per unit time) at which to compute the
spectrum. The default value is
n.used/2+1, where
n.used is the number
of observations not missing in the original time series.
Used when
method="Periodogram".
frequency
the sampling frequency for the time series. Used when
method="Periodogram".
VALUE:
a list as described in the help file for
spectrum.