Hello - I am currently simulating bivariate AR(1) time series data and have the following line in my code: Px=spec.pgram(ts.union(X,XX),spans=c(?,?)) The spans option is where I enter in the vector containing the Daniell smoother numbers, but I don't know what a Daniell smoother is (hence the question marks). Can somebody please tell me? Is there another option where I can simply enter in the smoothing window width? Thanks, Ferebee
periodogram smoothing question
2 messages · otunno at clemson.edu, stephen sefick
kernel("modified.daniell", 7)
this smoother is convolved with the data in other words it is
multiplying the values by a fraction "smoothing" the data. My
thinking may be wrong, but this is how I understand it.
On Tue, Mar 3, 2009 at 6:28 PM, <otunno at clemson.edu> wrote:
Hello - I am currently simulating bivariate AR(1) time series data and have the following line in my code: Px=spec.pgram(ts.union(X,XX),spans=c(?,?)) The spans option is where I enter in the vector containing the Daniell smoother numbers, but I don't know what a Daniell smoother is (hence the question marks). Can somebody please tell me? Is there another option where I can simply enter in the smoothing window width? Thanks, Ferebee
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