[R] Time series filtering

From: anil kumar rohilla <anil_rohilla_at_rediffmail.com>
Date: Wed 01 Feb 2006 - 16:29:33 EST

  

Hi List,

   I have a time series of 122 values, actualy it is a time series of daily indian monsoon rainfall. now i want to filter this time series for a particular oscilation say 10 to 20days oscilation. i want to find out what amount of variance is explained by this mode. Which package is available in R for this purpose. and how to calculate nquest frequancy of this series. any help is much appriciated.

thanks in advance
anil

ANIL KUMAR( METEOROLOGIST)
LRF SECTION
NATIONAL CLIMATE CENTER
ADGM(RESEARCH)
INDIA METEOROLOGICAL DEPARTMENT
SHIVIJI NAGAR
PUNE-411005 INDIA
MOBILE +919422023277
anilkumar@imdpune.gov.in

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