[R] help! - spectral analysis - spec.pgram

[Prof Brian Ripley]

On Thu, 27 Mar 2008, Nuno Prista wrote:

> Can someone explain me this spec.pgram effect?
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> Code:
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> period.6<-c(0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10
> ,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10)
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> period.5<-c(0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10
> ,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0)
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> par(mfrow=c(2,1))
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> spec.pgram(period.6, log="no")
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> spec.pgram(period.5, log="no")
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> The first series has period 6 and shows its periodicity in 1/6 and
> harmonics. In the second series I was expecting to see a signal occurring at
> frequency 1/5 but it does not. Can anybody explain me why?

Because it does not have period 5 but 12 ....

With such short series tapering has some effect. Try

x <- rep(c(0,0,0,0,0,10,0,0,0,0,10,0), 100)
spec.pgram(x, log="no")

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> Thanks in advance,
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> Nuno
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> ______________________________________________
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> Centro de Oceanografia - IO-FCUL, Portugal
>
> Center for Quantitative Fisheries Ecology - ODU, USA
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> email: nmprista*@fc.ul.pt ; nprista*@odu.edu
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>
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595