On Thu, 22 Jan 2004, Andreas Pauling wrote: > I have two questions about estimating the spectral power of a > time series: > > 1) I came across a funny thing with the following code: > > data(co2) > par(mfrow=c(2,1)) > co2.sp1<-spectrum(co2,detrend=T,demean=T,span=3) > co2.sp2<-spectrum(co2[1:468],detrend=T,demean=T,span=3) > > The first plot displays the frequencies ranging from 0 to 6 > whearas the second plot displays the same curve but with > frequencies between 0 and .5 although it is based on the same > data (length(co2)=468). Why does the selection (co2[1:468]) > determine the vector of frequencies and plot it obviously > incorrectly?
It is correct! co2[1:468] is not a time series: you should be using window() to subset time series. So you supplied a vector which does not have a frequency (or a start or an end) and default values are used. Did you consider actually looking at co2[1:468]? > Generally, is it possible to choose the vector of frequencies at > which the spectral density is estimated and plotted? Wait a minute: spectrum() does not estimate a spectral density but calls helper functions to do so. Please consult their help pages. The answer is a qualified `yes'. > 2) How can the significance of the peaks be tested? Not an R question, and not well enough defined for a short answer. See any good book on time series. -- Brian D. Ripley, [EMAIL PROTECTED] 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) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html