[R] discrepancy between periodogram implementations ? per and spec.pgram

Lieven Desmet lieven.desmet at wis.kuleuven.be
Wed Dec 12 16:04:03 CET 2007


I have been using the per function in package longmemo to obtain a 
simple raw periodogram.
I am considering to switch to the function spec.pgram since I want to be 
able to do tapering.
To compare both I used spec.pgram with the options as suggested in the 
documentation of per {longmemo} to make them correspond.

Now I have found on a variety of examples that there is a shift between 
the log of the periodogram with per and that with spec.pgram. This 
vertical shift amounts to  approx. 1.8  on the log scale  (the graph of 
spec.pgram being above the one from per).

Is there some explanation for this ? Is the one from spec.pgram the 
better one as suggested in the documentation of per {longmemo}? Finally 
how are these related to an estimate of the spectral density obtained 
from spec.arima ?

Many thanks for help and clarification.

Lieven Desmet

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