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There seems to be a bug in a R package n …

There seems to be a bug in a R package named pgam:periodogram().
The function intensity happened to have two cos. One of them should be sin.
Here is the correct version.

function (w, x)
{
n <- length(x) t <- seq(1:n) sp <- ((sum(x * cos(w * t)))^2 + (sum(x * sin(w * t)))^2)/n return(sp) }

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R commands to explore time series data …

R commands to explore time series data

ts(data) # create time series objects
time(ts.data) # returns the time

diff(ts.data, lag=1) # difference at the specified lag
lag.plot(ts.data, 9, do.lines=FALSE) # plot with specified lags

plot(stl(ts.data, “per”)) # decomposition of time series data

spec.pgram(ts.data, spans=c(3,3), log=”no”) # non-parametric spectral analysis
spec.ar(ts.data, spans=c(3,3), log=”no”) # parametric estimation

http://www.stat.pitt.edu/stoffer/tsa2/R_time_series_quick_fix.htm