Hi, I need to simulate the following two time series, 1. X=cos(omega1*t+phi1)+cos(omega2*t+phi2)+cos(omega3+phi3) 2. Y=cos(omega1*t+phi1)+cos(omega2*t+phi2)+cos(omega3+phi1+phi2)
where omega3=omega1+omega2 and phi1, phi2, phi3 are independent uniform random variables from 0 to 2pi. Question 1: when I simulate the time series, how should I make sure that phi1, phi2, phi3 are independent? Question 2: Since both sereis has non-zere values on FFT(omega1), FFT(omega2), FFT(omega3), according to the estimation of 3rd-order periodgram=FFT(omega1)*FFT(omega2)*Conj(FFT(omega3)), then why the third-order periodgram for X is 0 while not zero for Y. Thanks a lot for your reply. ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
