Re: [R] squared coherency and cross-spectrum

I haven't seen a reply, so I will comment even though I've never used coherency / coherence nor spectrum. RSiteSearch(coherence) produced 13 hits, the third of which looked like it might be relevant to your question (http://finzi.psych.upenn.edu/R/Rhelp02a/archive/37640.html).

Re: [R] squared coherency and cross-spectrum

Spencer Graves wrote: I haven't seen a reply, so I will comment even though I've never used coherency / coherence nor spectrum. RSiteSearch(coherence) produced 13 hits, the third of which looked like it might be relevant to your question

Re: [R] squared coherency and cross-spectrum

Thanks for the information. I tried to use coherency to look at correlations of two time series at different time scales. More specifically, on what time scale, my model predictions are more coherent with the observed values. Ling Spencer Graves wrote: I haven't seen a reply, so I

[R] squared coherency and cross-spectrum

Hi All, I have two time series, each has length 354. I tried to calculate the coherency^2 between them, but the value I got is always 1. On a website, it says: Note that if the ensemble averaging were to be omitted, the coherency (squared) would be 1, independent of the data. Does any of