sdlywjl666 wrote: > Dear all, > I would like to know whether positive or negative values of the phase > spectrum indicate that the time series leads or lags. > In my work, x and y have peak nearly at the same > frequency,(eg:f=1/56);and the coherency is peak where f=1/56,the phase is 0.5 > where f=1/56. > Can I get the conclusion that x lead y 0.5*56=28 at the frquency f=1/56? > if not,how can I compute the lag/lead by phase and frequency.
Are you referring to a particular piece of software? As far as I know, this is completely dependent on choice of notation, so the question really only makes sense in a specified context. In the cases I remember seeing (I'm no time series expert, though), the phase is an _angle_ between 0 and 2*pi or between -pi and +pi, or sometimes in degrees, but I suppose it could be scaled to (-1 , 1) or (0, 1) as well. Also lead/lag for cyclic functions is a matter of convention; in particular, there's no difference between leading and lagging by half a cycle. -- O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalga...@biostat.ku.dk) FAX: (+45) 35327907 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
