[R] discrepancy between periodogram implementations ? per and spec.pgram

From: Lieven Desmet <lieven.desmet_at_wis.kuleuven.be>
Date: Wed, 12 Dec 2007 16:04:03 +0100


I have been using the per function in package longmemo to obtain a simple raw periodogram.
I am considering to switch to the function spec.pgram since I want to be able to do tapering.
To compare both I used spec.pgram with the options as suggested in the documentation of per {longmemo} to make them correspond.

Now I have found on a variety of examples that there is a shift between the log of the periodogram with per and that with spec.pgram. This vertical shift amounts to approx. 1.8 on the log scale (the graph of spec.pgram being above the one from per).

Is there some explanation for this ? Is the one from spec.pgram the better one as suggested in the documentation of per {longmemo}? Finally how are these related to an estimate of the spectral density obtained from spec.arima ?

Many thanks for help and clarification.

Lieven Desmet

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