cor.spec

cor.spec(per)

Computes the Haar spectrum from the (smoothed or unsmoothed) Haar periodogram of a series.

Takes:
per The Haar periodogram of a series. Use hper to obtain the periodogram and smper.tilw or smper.spl to smooth it.

Returns:
TT The same as per$TT.
S The sequence of Haar spectrum coefficients.