[R] periodogram smoothing question

otunno at clemson.edu otunno at clemson.edu
Wed Mar 4 00:28:49 CET 2009


Hello -

I am currently simulating bivariate AR(1) time series data and have the
following line in my code:

Px=spec.pgram(ts.union(X,XX),spans=c(?,?))

The spans option is where I enter in the vector containing the Daniell
smoother numbers, but I don't know what a Daniell smoother is (hence the
question marks). Can somebody please tell me?

Is there another option where I can simply enter in the smoothing window
width?

Thanks, Ferebee




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