similar to: time series in R

Martyn Plummer wrote: > Dear Adrian, Hi Martin > > > Thank you for providing your time series library for R. I have been > working on a time series package myself, with help from Paul Gilbert. It > is called "bats" (doesn't stand for anything except possibly "basic time > series") and can be found in the devel directory on CRAN. > > The

Hello everyone, This is my first time posting to the list, thanks in advance. I am calculating the smoothed periodogram for the residuals of an AR model that I fit to EEG data. The autocorrelation plot of the residuals shows the series is now approximately white (i.e. ACF = 1 at lag 0, and close to 0 for all other lags). I would like to show that the spectrum of the series is also

There is now a preliminary version of a time series package in the R-devel snapshots, and we would welcome feedback on it. It is based in part on the packages bats (Martyn Plummer) and tseries (Adrian Trapletti) and in part on code I had or have written. (Thanks for the contributions, Martyn and Adrian!) Some of the existing ts code has been changed, for example to plot multiple time series, so

As the 0.65 release should happen within the next few weeks, now would be a good time for updating/improving our impressive collection of add on packages. Issues to look look into include: * Valid and complete DESCRIPTION, TITLE and INDEX files. * Complete data/00Index files (if applicable). * All examples should be executable to that R CMD check passes. * src/Makefile (if there, most likely

Hi, everyone, I tried to use "spectrum()" or "spec.pgram()" to get a periodogram of a time series but they didn't work. Even the examples given in the help file didn't work (all with the same error message, below). And the 'ts'ibrary was loaded with "library(ts)" or "library("ts"). I also tried library(tseries) but got the same problem.

Hi R specialists, The na.omit.ts() method fails when the time series contains internal NA's. How can these automatically be removed? > spectrum(ts.mNDII, na.action=na.omit) Error in na.omit.ts(as.ts(x)) : time series contains internal NAs How can the na.action be activated correctly? > acf(ts.Lin, type=c("correlation"), na.action=na.omit) Error in na.omit.ts(as.ts(x)) :

Hello world, I am actually trying to transfer a lecture from Statistica to R and I ran into problems with spectral analysis, I think I just don't get it 8-( (The posting from "FFT, frequs, magnitudes, phases" from 2005 did not enlighten me) As a starter for the students I have a 10year data set of air temperature with daily values and I try to get a periodogram where the annual

Dear R users I have a really simple question (hoping for a really simple answer :-): Having estimated the spectral density of a time series "x" (heart rate data) with: x.pgram <- spectrum(x,method="pgram") I would like to compute the power in a specific energy band. Assuming that frequency(x)=4 (Hz), and that I am interested in the band between f1 and f2, is the

Dear All, I am looking for: A software to select the lag length for a lag window spectral estimator. Also, I have a small query in the reprex given below. Background for the above, from the book by Percival and Walden: 1. We are given X_1,...,X_n which is one realization of a stochastic process. 2. We may compute the periodogram using FFT, for example by the function spectrum in R. 3. The

Dear R experts, beginners and everyone else, I'm calculating "cumulative periodogram" using the command "cpgram" [1] from the MASS library. Here is a short example with the "lh" (hormone level) dataset: library(MASS) plot(lh,type="l",ylab="value",xlab="time", main="Hormone Levels (lh)") spectrum(lh,

Hi everyone, first of all, I would like to say that I am a newbie in R, so I apologize in advance if my questions seem to be too easy for you. Well, I'm looking for periodicity in histograms. I have histograms of certain phenomenons and I'm asking whether a periodicity exists in these data. So, I make a periodogram with the function spec.pgram. For instance, if I have a histogram h, I

OK. What if I have a time series which is collected every Monday, please? What is the proper way to use the start option within the ts command in order to indicate that this is Monday data, please? Thanks again! Sincerely, Erin

hello, I have been using the per function in package longmemo to obtain a simple raw periodogram. I am considering to switch to the function spec.pgram since I want to be able to do tapering. To compare both I used spec.pgram with the options as suggested in the documentation of per {longmemo} to make them correspond. Now I have found on a variety of examples that there is a shift between

Hi All, I have two time series, each has length 354. I tried to calculate the coherency^2 between them, but the value I got is always 1. On a website, it says: " Note that if the ensemble averaging were to be omitted, the coherency (squared) would be 1, independent of the data". Does any of you know how to specify properly in R in order to get more useful coherency? The examples in

Greetings, I would like to estimate a spectral coherence between two timeseries. The stats : spectrum() returns a coh matrix which estimates coherence (squared). A basic test which from which i expect near-zero coherence: x = rnorm(500) y = rnorm(500) xts = ts(x, frequency = 10) yts = ts(y, frequency = 10) gxy = spectrum( cbind( xts, yts ) ) plot( gxy $ freq, gxy $

Can someone explain me this spec.pgram effect? Code: period.6<-c(0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10 ,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10) period.5<-c(0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10 ,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0) par(mfrow=c(2,1))

Dear R-user and -programmer, has one R-package the ability to compute smoothed periodograms of time series using the Tukey-window and/or the Parzen-window? In the ts- and tseries-packages I have found only Daniell-smoothers. With many thanks in advance for any hint Albrecht Kauffmann -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read

Fritz just put the first version of a new time series package to the contrib section at CRAN. The package is called "tseries.tgz" and provides a library for time series analysis. It contains acf Autocorrelation Function adf.test Augmented Dickey-Fuller Test amif Auto Mutual Information Function bds.test BDS Test

Fritz just put the first version of a new time series package to the contrib section at CRAN. The package is called "tseries.tgz" and provides a library for time series analysis. It contains acf Autocorrelation Function adf.test Augmented Dickey-Fuller Test amif Auto Mutual Information Function bds.test BDS Test

Hi there, I have R 0.64.2. I wonder if this R has acf function to calculate autocorrelation? since the help(acf) doesnt seem to be able to help me. thanks, Peppy -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the