Hi [EMAIL PROTECTED] napsal dne 09.09.2008 18:44:34:
> For the command 'spectrum' I read: > > The spectrum here is defined with scaling 1/frequency(x), following S-PLUS. > This makes the spectral density a density over the range (-frequency(x)/2, > +frequency(x)/2], whereas a more common scaling is 2π and range (-0.5, 0.5] > (e.g., Bloomfield) or 1 and range (-π, π]. > > > Forgive my ignorance but I am having a hard time interpreting this. Does this > mean that in the spectrum output every element of the $spec array is scaled by > 1/frequency(x)? I am having a hard time determing what is meant by > 'frequency'.Say I define a time series for a year with samples for every day. > I input a 'frequency' of 365 (which in my mind is the period). On the output > of 'spectrum' would this mean that every element of the $spec array is scaled > by 1/365? There is a corresponding frequency array on the output from > 'spectrum'. If the frequency is 365 and an element in the frequency array > output from 'spectrum' is .1 am I to assume that the period is 36.5 and a > corresponding sin wave would be sin(2 * pi * 36.5/365)? Well, although I am not an expert in this matter I try to explain my humble understanding of spectrum results. sss<-spectrum(sunspots) sss$freq[which.max(sss$spec)] [1] 0.09166667 1/sss$freq[which.max(sss$spec)] [1] 10.90909 you can see that maximum of spec value is for this time series at freq 0.09 and 1/0.09 is almost eleven. Knowing that sunspots have periodicity 11 years I assume that for each series I can get an information about its periodicity by 1/freq. E.g. if your series is days 1/freq means period in days. Regards Petr > > Thank you in advance for helping me clear up some confusion. > > Kevin > > ______________________________________________ > 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 provide commented, minimal, self-contained, reproducible code. ______________________________________________ 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 provide commented, minimal, self-contained, reproducible code.
