Dear R helpers, I have two time series, and I want to perform the cross-spectral analysis for these time series. I would like to know whether there is any R function to generate cross-spectrum such as co-periodogram and quadrature periodogram. Can anyone give me an advice for cross spectral analysis? Thank you. Best Regards, Wonsang ----- Wonsang You Leibniz Institute for Neurobiology -- View this message in context: http://r.789695.n4.nabble.com/Cross-Spectral-Analysis-tp3046999p3046999.html Sent from the R help mailing list archive at Nabble.com. [[alternative HTML version deleted]]
See ?spec.pgram Uwe Ligges On 17.11.2010 16:43, Wonsang You wrote:> > Dear R helpers, > > I have two time series, and I want to perform the cross-spectral analysis > for these time series. > I would like to know whether there is any R function to generate > cross-spectrum such as co-periodogram and quadrature periodogram. > Can anyone give me an advice for cross spectral analysis? Thank you. > > Best Regards, > Wonsang > > > ----- > Wonsang You > Leibniz Institute for Neurobiology