article 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)
}
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