[R] cospectrum

Ling Jin LJin at lbl.gov
Wed Nov 30 07:36:17 CET 2005


Hi, Does anyone know which function in R can compute cross-spectrum of 
two time series, and what lib is needed? I found ccf, which only gives 
cross-correlation. I need to carry that further by doing a Fourier 
transform.

Thanks,

Ling




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