[R] Question on "coherency" plot
rs8fd at cms.mail.virginia.edu
Wed Apr 19 22:45:15 CEST 2006
I would highly appreciate your assistance with the following:
I would like to add a line to the coherency plot of a multivariate time
series, denoting the critical value above which the null hypothesis of
having no coherency between the two series may be rejected.
Is there a mechanism for doing so in R? Also, is there away to eliminate the
confidence intervals of the coherency function.
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