[R] Difference between spec.pgram & spec.ar

Bazman76 h_a_patience at hotmail.com
Mon Apr 9 18:27:55 CEST 2012


Yes I agree, there may be something pathalogical in the way at least one of
the models handles the data.  That's why I was trying to get a better handle
on how the two functions spec.prgm() and spec.ar() work.

The data has been processed by a wavelet analysis, so what you are seeing as
the "raw" data is in fact the level1 details from the wavelet anlaysis.

In theory this should only have high frequency components, that was why I am
so surpirsed to see such strong components at low frequencies.

That is not a R quesiton per se, but surely how spec.prgm() and spec.ar()
work is?



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