[R] Cross Spectral Analysis

Uwe Ligges ligges at statistik.tu-dortmund.de
Sat Nov 20 20:04:09 CET 2010

See ?spec.pgram

Uwe Ligges

On 17.11.2010 16:43, Wonsang You wrote:
> Dear R helpers,
> I have two time series, and I want to perform the cross-spectral analysis
> for these time series.
> I would like to know whether there is any R function to generate
> cross-spectrum such as co-periodogram and quadrature periodogram.
> Can anyone give me an advice for cross spectral analysis? Thank you.
> Best Regards,
> Wonsang
> -----
> Wonsang You
> Leibniz Institute for Neurobiology

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