[R] LME Correlation Component using spectrum()?
    Keith Chamberlain 
    Keith.Chamberlain at colorado.edu
       
    Mon Mar  6 20:36:36 CET 2006
    
    
  
Dear List-mates,
Is there a corStruct constructor already written to calculate the shape of
the spectral density for linear models using Fourier estimates (e.g. terms
for a linear model derived from the frequency domain)? I have data with a
long memory process but do not want to destroy it by taking n-differences
for a suitable corAR, or corARIMA object. 
Thank you,
KeithC.
    
    
More information about the R-help
mailing list