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spec.taper {ts}R Documentation

Taper a Time Series

Description

Apply a cosine-bell taper to a time series.

Usage

spec.taper(x, p=0.1)

Arguments

x

A univariate or multivariate time series

p

The total proportion to be tapered, either a scalar or a vector of the length of the number of series.

Details

The cosine-bell taper is applied to the first and last p[i]/2 observations of time series x[, i].

Value

A new time series object.

Note

From package ‘MASS’.

Author(s)

Kurt Hornik, B.D. Ripley

See Also

spec.pgram, cpgram