[R] LME Correlation Component using spectrum()?
Keith.Chamberlain at colorado.edu
Mon Mar 6 20:36:36 CET 2006
Is there a corStruct constructor already written to calculate the shape of
the spectral density for linear models using Fourier estimates (e.g. terms
for a linear model derived from the frequency domain)? I have data with a
long memory process but do not want to destroy it by taking n-differences
for a suitable corAR, or corARIMA object.
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