[R] Time Series

[Gunnar Hoyer]

Hello,

I poste my question one more time because I did not get an answer yet. I 
also searched the internet very intensivly
without finding the anwaser to my rather "simple" question.  About that, 
I feel a little bit embarresed.

I have trouble to interpret the phase spectrum correctly. 

Here is the code (with different data) I used to get the phase spectrum:

mfdeaths.spc <- spec.pgram(ts.union(mdeaths, fdeaths), spans = c(3,3))
plot(mfdeaths.spc, plot.type = "phase")

I would like to know whether positive or negative values indicate a  
lead or lag relation. In  the above example would  0.4 Pi mean that  
mdeath leads or fdeath.? I just can not figure out.

Thanks in advance
Gunnar Hoyer