[R] red noise

From: bongi <guido.bongi_at_iro.pg.cnr.it>
Date: Tue 07 Jun 2005 - 03:02:04 EST


help

Dear sirs,I'd like to add a red noise spectra to a periodogram:

#given z as time series of 61 values
>z
[1] 10500.0000 12044.6667 13589.3333 12222.0000 9132.6667 7000.0000

 [7]  7000.0000  5464.6667  2735.1733  1048.3200 18843.0667 38235.2533

[13] 37907.4800 19892.2533 4269.0533 4524.4000 5889.5133 5756.3000
[19] 2924.4000 2527.2000 2011.0000 1054.2000 127.4000 7005.6000
[25] 14607.6000 27384.0000 45817.1000 54225.6000 39942.5000 25961.3667
[31] 22606.0000 12321.1333 7731.2667 23948.4000 39990.2000 25766.3333
[37] 473.6000 788.8933 1131.9000 3209.7800 6968.5000 8114.1667
[43] 4855.4000 10016.6667 10944.9333 11314.0000 12890.2667 13107.4667
[49] 6314.0000 2320.6667 2277.0000 4142.0000 7451.6667 8884.9333
[55] 7292.0000 1407.0000 1142.5333 7927.2000 8964.1333 2380.9227
[61] 28.0000
> s3 <- spec.ar(z) # estimate(plot) spectral density
> s3$spec # retrieves 500 points of powerdensity
> s3$freq #and their f
> plot(s3$freq,s3$spec,type="l") # produces another plot of s3, but i was
unable to find a method for red noise

Guido Bongi CNR ISAFM PERUGIA ITALY



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