Dear List-mates, Is there a corStruct constructor already written to calculate the shape of the spectral density for linear models using Fourier estimates (e.g. terms for a linear model derived from the frequency domain)? I have data with a long memory process but do not want to destroy it by taking n-differences for a suitable corAR, or corARIMA object.
Thank you, KeithC. ______________________________________________ [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
