[R] coherency-Time Series

Kjetil Brinchmann Halvorsen kjetilbrinchmannhalvorsen at gmail.com
Sun Nov 27 12:13:33 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?
> Thanks
> 
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> 
See
?spectrum,and especially component $coh  of output.

Kjetil




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