[R] Fourier Row and spectral analysis

Peterko lanikpeter at gmail.com
Mon Feb 23 12:44:21 CET 2009




Dieter Menne wrote:
> 
> Peterko <lanikpeter <at> gmail.com> writes:
> 
>> Original serie have 225 observing, but program use only 224.
>> the most domain frequencies are f1=1/224 f2=1/122 f3=1/74,66 f4=1/56
>> f5=1/24,88
>> When i know these frequencies a can do, new variable ,nubmers of variavle
>> is
>> 2*nubmer of frequencies:
>> t<-1:225
>> c1<-cos(2*pi*f1*t)
>> s1<-sin(2*pi*f1*t)
>> .
>> .
>> .
>> s5<-sin(2*pi*f5*t)
>> 
>> and now a can do lm(y~mean+c1+s1+c2+s2+...+s5)
> 
> Good you got it technically working, but having such highly correlated 
> coefs like 1/224 and 1/122 in lm is asking for trouble. These are 
> "almost DC" components in engineering speak for such short periods.
> 
> Dieter
> 
> It is next problem, eliminate cerrelation, but i to not know whow to get
> this most domain frequencies in R, this result is from other program.
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> and provide commented, minimal, self-contained, reproducible code.
> 
> 

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