strange spectrum() plot
On Mon, 22 Jan 2001, Petr Pikal wrote:
Dear R-users I am a beginner and I use some functions without deep understanding of math behind them - sorry :-( I used a spectrum() function from ts library several times. I learned from sunspots dataset, that the result shall be a plot with peak(s). I can get also a list object with $freq, $spec values and of course some other. I can make reciprocal of these $freq values which correspond to peak(s) at $spec value(s). In case of sunspots series I get something close to 11 and as I know that sun spots occurs at 11 year period I can deduct that the peak(s) indicates a periodic nature of time series and I can compute the time between periods. My problem is that with my newest time series I have got a bit different plot not with peaks but with "valleys". (See attached picture)
That's too long to answer here. Look at the references on the help page, especially Bloomfield (which has a 2000 2nd ed). In particular, you really should not the using the default setting sof spectrum.
My questions are: Does anybody know if these valeys mean something? Can I deduct some facts about my time series from such plot? The other question: Can I mimic a peaks() function fro S+ in R?
Yes, most easily by writing some C code, but also via embed. Say span <- 3 z <- embed(series, span) max.col(z) == 1 + span %/% 2
I am using P133, 32mb memory, W95 and R 1.2.0 but I suppose it is
irrelevant to my questions.
Thank you.
Petr Pikal
Precheza a.s.
Nabr.Dr.E.Benese 24
tel: 00420 641 25 2257
+420 (0)724 008 364
petr.pikal at precheza.cz
p.pik at volny.cz
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