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 the help do give coherencies that are not 1s,
but I did not notice any special specification.
Next question is on co-spectrum. When I supply "spectrum" function with
multiple time series, it only gives me spectrum (smoothed periodogram)
of individual time series. Is there any way I can get the
cross-spectrum? I believe R has calculated it, but I could not find in
the returned values.
Attached is the smoothed periodogram of the two time series.
Thanks a lot!
Ling
![PNG image](msg53069/test.spectrum.png)
______________________________________________
R-help@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