[R] periodogram smoothing question

stephen sefick ssefick at gmail.com
Wed Mar 4 01:33:18 CET 2009


kernel("modified.daniell", 7)

this smoother is convolved with the data in other words it is
multiplying the values by a fraction "smoothing" the data.  My
thinking may be wrong, but this is how I understand it.

On Tue, Mar 3, 2009 at 6:28 PM,  <otunno at clemson.edu> wrote:
> 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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-- 
Stephen Sefick

Let's not spend our time and resources thinking about things that are
so little or so large that all they really do for us is puff us up and
make us feel like gods.  We are mammals, and have not exhausted the
annoying little problems of being mammals.

								-K. Mullis




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