Hello, I poste my question one more time because I did not get an answer yet. I also searched the internet very intensivly without finding the anwaser to my rather "simple" question. About that, I feel a little bit embarresed. I have trouble to interpret the phase spectrum correctly. Here is the code (with different data) I used to get the phase spectrum: mfdeaths.spc <- spec.pgram(ts.union(mdeaths, fdeaths), spans = c(3,3)) plot(mfdeaths.spc, plot.type = "phase") I would like to know whether positive or negative values indicate a lead or lag relation. In the above example would 0.4 Pi mean that mdeath leads or fdeath.? I just can not figure out. Thanks in advance Gunnar Hoyer