[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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