[R] periodogram smoothing question

2009-03-03 Thread otunno
Hello - I am currently simulating bivariate AR(1) time series data and have the following line in my code: Px=spec.pgram(ts.union(X,XX),spans=c(?,?)) The spans option is where I enter in the vector containing the Daniell smoother numbers, but I don't know what a Daniell smoother is (hence the

Re: [R] periodogram smoothing question

2009-03-03 Thread stephen sefick
kernel(modified.daniell, 7) this smoother is convolved with the data in other words it is multiplying the values by a fraction smoothing the data. My thinking may be wrong, but this is how I understand it. On Tue, Mar 3, 2009 at 6:28 PM, otu...@clemson.edu wrote: Hello - I am currently