Perhaps you could take the trouble to read the references (or the code)?
Hint: do you know about tapering and how to work out its effect?
On Mon, 26 Jul 2004, David Stoffer wrote:
> > test=spec.pgram(rnorm(128,0,1), kernel("daniell",1))
> > test$df
> [1] 5.374771
>
> df should be 6= 2*(2*m+1) where m=1 in this case
>
> ... and so on
> spec.pgram(rnorm(128,0,1), kernel("daniell",1), taper=0)$df
[1] 6
is what you have calculated, inappropriately for the call you
actually used.
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
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