hello! My name is Stefanos, from Athens. I'm a new user of R and I'm studying multivariate time series. I can't find in the help menu how to calculate the cross spectrum and the coherency of 2 Time Series. Would you like to help me? Thanks
svenier at aueb.gr wrote:> hello! > My name is Stefanos, from Athens. > I'm a new user of R and I'm studying multivariate time series. I can't find > in the help menu how to calculate the cross spectrum and the coherency of 2 > Time Series. Would you like to help me?See ?spectrum and ?cor Uwe Ligges> Thanks > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
svenier at aueb.gr wrote:> hello! > My name is Stefanos, from Athens. > I'm a new user of R and I'm studying multivariate time series. I can't find > in the help menu how to calculate the cross spectrum and the coherency of 2 > Time Series. Would you like to help me? > Thanks > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html >See ?spectrum,and especially component $coh of output. Kjetil