bispeces {tsapp}

bispeces performs indirect bivariate spectral estimation of two series y1, y2 using lagwindows

Description

bispeces performs indirect bivariate spectral estimation of two series y1, y2 using lagwindows

Usage

bispeces(y1, y2, q, win = "bartlett")

Arguments

y1

vector, the first time series

y2

vector, the second time series

q

number of covariances used for indirect spectral estimation

win

lagwindow (possible: "bartlett", "parzen", "tukey")

Value

out data frame with columns:

f

frequencies 0, 1/n, 2/n, ... (<= 1/2 )

coh

estimated coherency at Fourier frequencies 0,1/n, ...

ph

estimated phase at Fourier frequencies 0,1/n, ...

Examples

data(ICECREAM)
y <- ICECREAM
out <- bispeces(y[,1],y[,2],8,win="bartlett")