lsar {TSSS} | R Documentation |
Decompose time series to stationary subintervals and estimate local spectrum.
lsar(y, max.arorder = 20, ns0, plot = TRUE, ...)
y |
a univariate time series. |
max.arorder |
highest order of AR model. |
ns0 |
basic local span. |
plot |
logical. If |
... |
further arguments to be passed to |
An object of class "lsar"
, which is a list with the following
elements:
model |
1: pooled model is accepted. |
ns |
number of observations of local span. |
span |
start points and end points of local spans. |
nf |
number of frequencies. |
ms |
order of switched model. |
sds |
innovation variance of switched model. |
aics |
AIC of switched model. |
mp |
order of pooled model. |
sdp |
innovation variance of pooled model. |
aics |
AIC of pooled model. |
spec |
local spectrum. |
tsname |
the name of the univariate time series |
Kitagawa, G. (2010) Introduction to Time Series Modeling. Chapman & Hall/CRC.
# seismic data data(MYE1F) lsar(MYE1F, max.arorder = 10, ns0 = 100)