### Statistics 6871 - Time Series ### Lab 8 ### Introduction to Spectral Analysis ### Again note that Splus is case sensitive! ########################################################################################### # One frequency example. t <- (0:256) A <- 5 phi <- 0 nu <- 1/24 omega <- 2*pi*nu x.t <- A*sin(omega*t + phi) tsplot(x.t) par(mfrow=c(2,2)) spectrum(x.t) spectrum(x.t, spans=3) spectrum(x.t, spans=c(3,3)) spectrum(x.t, spans=c(3,5)) # Two frequencies. t <- (0:256) A.1 <- 5 A.2 <- 10 phi <- 0 nu.1 <- 1/24 nu.2 <- 1/6 omega.1 <- 2*pi*nu.1 omega.2 <- 2*pi*nu.2 y.t <- A.1*sin(omega.1*t + phi) + A.2*sin(omega.2*t + phi) tsplot(y.t) par(mfrow=c(2,2)) spectrum(y.t) spectrum(y.t, spans=3) spectrum(y.t, spans=c(3,3)) spectrum(y.t, spans=c(3,5)) # For the inventory data. It <- rts(scan("I:\\Courswrk\\Stat\\esuess\\Stat6871\\Data_p\\Inventory.txt")) par(mfrow=c(2,2)) spectrum(It) spectrum(It, spans=3) spectrum(It, spans=c(3,3)) spectrum(It, spans=c(3,5))
|
webmaster: Eric A. Suess Last Edited: Tuesday, April 25, 2000 |