Hello everyone,

 

This is my first time posting to the list, thanks in advance.

 

I am calculating the smoothed periodogram for the residuals of an AR model
that I fit to EEG data. The autocorrelation plot of the residuals shows the
series is now approximately white (i.e. ACF = 1 at lag 0, and close to 0 for
all other lags). I would like to show that the spectrum of the series is
also approximately white.  When I calculate the periodogram using
spec.pgram, what I get indeed looks white, but I would like to add
horizontal threshold lines between which one can be 95% confident the
spectrum is white.

 

Thanks,

 

-Andre


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