[R] typo in ts detrending implementation in spec.pgram?

[Mikhail Titov]

Hello!

I wonder if there is a typo in detrending code of spec.pgram in spectrum.R from stats package.

One can see in the code https://svn.r-project.org/R/trunk/src/library/stats/R/spectrum.R .

I am afraid there is a typo and the code should look like

if (detrend) {
	t <- 1L:N - (N + 1)/2
      sumt2 <- N * (N^2 - 1)/12
      for (i in 1L:ncol(x))
            x[, i] <- x[, i] - mean(x[, i]) - sum((x[, i]-mean(x[,i]) * t) * t/sumt2
    }


Note x[, i]-mean(x[,i]) instead of x[,i] only as in repository. Here is a quick reference http://en.wikipedia.org/wiki/Simple_linear_regression#Estimating_the_regression_line . Note $\hat b$ there. It has not x in summation, but x-mean(x).

Perhaps, the even better solution would be resid(lm(x[,i] ~ seq(along = x[,i]))) . See http://tolstoy.newcastle.edu.au/R/help/05/01/10115.html

Mikhail