[R] How to interpret the phase spectrum?

Dear all, I would like to know whether positive or negative values of the phase spectrum indicate that the time series leads or lags. In my work, x and y have peak nearly at the same frequency,(eg:f=1/56);and the coherency is peak where f=1/56,the phase is 0.5 where f=1/56. Can I get the

[R] How to do X11 seasonal adjust in R?

Dear All£¬ How to do X-11 seasonal adjustment in R? Thanks£¡ [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-

[R] How to do Hodrick-Prescott Filter in R?

Dear All, How to do Hodrick-Prescott Filter in R? Thanks! [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-gui

[R] How to do band-pass filters, low-pass filters, high-pass filters in R?

Dear All, How to do band-pass filters,low-pass filters,high-pass filters in R? Thanks! [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide ht

[R] How to use SQL code in R

Dear All, How to use SQL code in R? Thanks! [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and

[R] How to do ADF test and KPSS test in R

Dear all, How to do ADF test ¡¢KPSS¡¢ PP¡¢GLS test in R£¿ Thanks a lot ! [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-pr

[R] how to compute Autocorrelation function use fft

Dear all£¬ Could you tell me how to compute Autocorrelation function use fft? Thanks! [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http

[R] how to create time series object

Dear all, Could you tell me how to create time series object, time=c('2009-10-1','2009-10-3','2009-10-4'...) data=c(124,231,240...) Thanks! [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/l

[R] Beveridge-Nelson decomposition

Dear all, Is there some function in R to carry out Beveridge-Nelson decomposition? Is there some function in R to carry out seasonal adjustments of time series? Is there some function in R to carry out x11 or x12 seasonal adjustments ? Thanks! Best regards, wang [[alternative HTML versi

[R] .Call() function

Dear all, What is the usage of the ".Call()"? What is the meaning of the follows: S=.Call("RS_fractal_spectral_density_function_direct",x,as.vector(taper.),as.logical(center),as.logical(recenter),TRUE,as.integer(npad),COPY=rep(FALSE,6),CLASSES=c(rep("matrix",2),rep("logical",3),"integer")

[R] spectral analysis

Dear all£¬ Is there some functions to estimate the spectrum by the fft of autocorrelation? Is there Parzen's lag window in R ?Thank you! Best wishes! Wang [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://st

[R] spectral analysis

Dear all, I am searching the period of a time series usering R. Is there some lag window functions in R? Could you give me some books about spectral analysis usering R? best wishes, Wang [[alternative HTML version deleted]] __ R-h