On Tue, 29 Nov 2005, Ling Jin wrote: > Hi, Does anyone know which function in R can compute cross-spectrum of > two time series, and what lib is needed? I found ccf, which only gives > cross-correlation. I need to carry that further by doing a Fourier > transform.
?spectrum: Remmeber R has multivariate time series. By `lib' did you mean `package'? -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
