time series in R

    3.	On the definition question: The existing FFT implementation
	uses a particular definition for the discrete transform which
	is pretty standard.  (Edwards "Fourier Series", Brillinger
	"Time Series" etc.) Using another definition may complicate
	documentation.

That's the simple part.  But what is the divisor in the periodogram? Which
way do lags go in acfs of bivariate series, and which sign is the phase for
bivariate spectra?

Once you settle the forward discrete transform much of this is settled.
No constant in the dft implies
	Periodogram = |dft|^2/(2*pi*T)
Phases in spectra also fall out if you take a +ve exponent in the dft.

I don't much mind about these choices, but its probably a good idea to
be consistent.
	
	Ross

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-devel-request@stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._