[R] Simulating a time series with a given spectrum

Roy Mendelssohn - NOAA Federal roy.mendelssohn at noaa.gov
Wed May 27 17:54:08 CEST 2015


Hi All:

Is there a routine in R that allows me to simulate a time series that has a given spectrum?  I have looked at the R Time Series Task view, and have done a web search also, including an article to appear in the handbook of statistics on time series in R, but I don’t see anything offhand.  There are some that will simulate state-space models or for given covariances matrices, but for a variety of reasons I would prefer simulating series with a given spectrum.

Thanks for any help.

-Roy


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Roy Mendelssohn
Supervisory Operations Research Analyst
NOAA/NMFS
Environmental Research Division
Southwest Fisheries Science Center
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