[R] Spectra for continious time
Prof Brian Ripley
ripley at stats.ox.ac.uk
Wed Mar 29 10:03:18 CEST 2006
You cannot observe a time series in continuous time. So either you have
regularly spaced observations (and see ?spectrum), or irregular ones
(and there may be something in one of the packages for irregular time
series, but there is no support in R itself).
On Tue, 28 Mar 2006, Martin Albers wrote:
> Is there any way to apply a spectra or periodogramm to my time series.
> My first problem is, that I do not know how to get a
> spectra/periodogramm for my data.
> I have found time series tools but nothing for spectral analysis.
> My second problem: The time series function I have found, wanted a
> discrete timeline, but my timeline is continious.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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