On 14-Feb-01 Jason Turner wrote:> I'm using spec for multivariate time series, and have a
> question about "coh".
>
> This is probably a very silly question, but I'm a bit stumped.
> From the documentation:
>
> Column i + (j - 1) * (j - 2)/2 of coh contains the squared coherency
> between columns i and j of x, where i > j.
>
> What's in column 1 of coh?
Not a silly question, but a silly typo in the help page. In fact the
formula is valid for i < j not i > j, so column 1 gives the squared
coherency between columns 1 and 2:
1 + (2 - 1) * (2 - 2)/2 = 1
Martyn
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