[R] coherency-Time Series

Uwe Ligges ligges at statistik.uni-dortmund.de
Sun Nov 27 12:12:55 CET 2005


svenier at aueb.gr wrote:

> hello!
> My name is Stefanos, from Athens.
> I'm a new user of R and I'm studying multivariate time series. I can't find 
> in the help menu how to calculate the cross spectrum and the coherency of 2 
> Time Series. Would you like to help me?

See ?spectrum and ?cor

Uwe Ligges


> Thanks
> 
> ______________________________________________
> R-help at 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




More information about the R-help mailing list