[R] a question about time series

Uwe Ligges ligges at statistik.uni-dortmund.de
Mon Jan 15 20:35:54 CET 2001

On Mon, 15 Jan 2001, Alexandre Fayolle wrote:

> On Mon, 15 Jan 2001, Castro, Marcelo T G (GEL, MSX) wrote:
> > 
> > Dear sirs,
> > 
> > Could I perform this analysis in a easier way throught "R" ? Have you ever
> > heard about anybody that perform it using "R"? I would apreciatte very much
> > if I could get in touch with these specialists.
> I don't know about spectral analysis within R, but I am pretty sure that
> such thing is implemented in Matlab and Scilab (which is a free clone of
> Matlab by INRIA), and maybe in Octave (yet another free clone of Matlab,
> part of the GNU project).

Now I cannot resist to answer to the list (after having sent a private
answer) in the spirit of Ben Bolker's answer:

The real question is: What kind of spectral analysis?

If you want to have a look at the spectrum, the periodogram is the first
thing I am thinking about (an inconsistant(!) estimator for the spectral
density). You can easily calculate it via FFT. Or use
e.g. spectrum(), a user-friendly function which calculates the logarithmic
periodogram [details in the help pages ...].

Uwe Ligges

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