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
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
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