a question about time series

On Mon, 15 Jan 2001, Castro, Marcelo T G (GEL, MSX) wrote:

Dear sirs,

Could I perform this analysis in a easier way throught "R" ? Have you ever
heard about anybody that perform it using "R"? I would apreciatte very much
if I could get in touch with these specialists.

I don't know about spectral analysis within R, but I am pretty sure that
such thing is implemented in Matlab and Scilab (which is a free clone of
Matlab by INRIA), and maybe in Octave (yet another free clone of Matlab,
part of the GNU project).

Now I cannot resist to answer to the list (after having sent a private
answer) in the spirit of Ben Bolker's answer:


The real question is: What kind of spectral analysis?

If you want to have a look at the spectrum, the periodogram is the first
thing I am thinking about (an inconsistant(!) estimator for the spectral
density). You can easily calculate it via FFT. Or use
e.g. spectrum(), a user-friendly function which calculates the logarithmic
periodogram [details in the help pages ...].

Uwe Ligges

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help 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-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._