Hello R I have a problem with periodogram. I cant find the suitable function for this. I would like to plot correlograms with the ACF function acf(x) and then the corresponding periodogram. But the periodograms I found in the R package GeneCycle and stats does not produce the desired output for me. I will prefer something like the Statgraphic produce (the image in appendix). Can you help me please with this beginners question? Thank you in progress. -------------- next part -------------- A non-text attachment was scrubbed... Name: not available Type: image/jpeg Size: 16122 bytes Desc: not available URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20081205/61f8a5b6/attachment.jpe>
periodogram
3 messages · babel at centrum.sk, Brian G. Peterson, Matthieu Stigler
On Fri, December 5, 2008 6:08 am, babel at centrum.sk wrote:
Hello R I have a problem with periodogram. I cant find the suitable function for this. I would like to plot correlograms with the ACF function acf(x) and then the corresponding periodogram. But the periodograms I found in the R package GeneCycle and stats does not produce the desired output for me. I will prefer something like the Statgraphic produce (the image in appendix). Can you help me please with this beginners question? Thank you in progress.
chart.ACFplus in PerformanceAnalytics includes both the acf and the pacf of the residuals. It should be relatively simple to extend this code to include a periodogram if you have *any* periodogram code that works. We'd be happy to collaborate with you on such an extension. Regards, - Brian
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock
Brian G. Peterson a ?crit :
On Fri, December 5, 2008 6:08 am, babel at centrum.sk wrote:
Hello R
I have a problem with periodogram. I cant find the suitable function for
this. I would like to plot correlograms with the ACF function acf(x) and
then the corresponding periodogram. But the periodograms I found in the R
package GeneCycle and stats does not produce the desired output for me. I
will prefer something like the Statgraphic produce (the image in
appendix). Can you help me please with this beginners question?
Thank you in progress.
chart.ACFplus in PerformanceAnalytics includes both the acf and the pacf of the residuals. It should be relatively simple to extend this code to include a periodogram if you have *any* periodogram code that works. We'd be happy to collaborate with you on such an extension. Regards, - Brian
Doesn't your periodogram corrspond to the population spectrum (in this domain, it seems that there are many confusing terms... )? If yes then just look at spectrum() Mat