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Unformatted text preview: This is Google's cache of http://onlinecourses.science.psu.edu/stat510/node/18 . It is a snapshot of the page as it appeared on 19 Jul 2010 05:59:03 GMT. The current page could have changed in the meantime. Learn more Text-only version STAT 510 - Applied Time Series Analysis • ANGEL • Department of Statistics • Eberly College of Science Home Lab 11 - Smoothing and Taper within Spectral Density Smoothing Let's look at the Australian labour data ( labour.dat ) which was seen in previous labs. We would like to estimate the spectral density of the data. We may generate the raw periodogram using the following code: labour<-scan("labour.dat") labour<-labour[1:144] tlabour<-diff(diff(log(labour)),12) labourpgram<-spec.pgram(tlabour,taper=0, log="no") It is pretty hard to tell what's going on with the unsmoothed periodogram. We will start by adding some smoothing with the following command: spec.pgram(tlabour, spans=3, taper=0, log="no") The argument "spans" corresponds to the "L" that we've been using in class which means that this will be...
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- Signal Processing, spectral density, Time series analysis, Autoregressive integrated moving average, unsmoothed periodogram