[R-sig-finance] coherency

Spencer Graves spencer.graves at pdf.com
Fri Dec 2 23:51:01 CET 2005


	  I just got 15 hits from 'RSiteSearch("cross spectrum")' and 12 from 
'RSiteSearch("coherency")'.  I doubt if all are relevant to your 
question, but the first in each list seems relevant.

	  If you would like further support from this list, I suggest you first 
review the "r-help" posting guide! 
"www.R-project.org/posting-guide.html".  I believe that people who 
follow that guide tend to get more useful replies quicker.

	  hope this helps,
	  Spencer Graves

svenier at aueb.gr wrote:

> hello!
> My name is Stefanos, from Athens.
> I'm a new user of R and I'm studying multivariate time series. I can't find 
> in the help menu how to calculate the cross spectrum and the coherency of 2 
> Time Series. Would you like to help me?
> Thanks
> 
> _______________________________________________
> R-sig-finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance

-- 
Spencer Graves, PhD
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