Hello,
I poste my question one more time because I did not get an answer yet. I
also searched the internet very intensivly
without finding the anwaser to my rather "simple" question. About that,
I feel a little bit embarresed.
I have trouble to interpret the phase spectrum correctly.
Here is the code (with different data) I used to get the phase spectrum:
mfdeaths.spc <- spec.pgram(ts.union(mdeaths, fdeaths), spans = c(3,3))
plot(mfdeaths.spc, plot.type = "phase")
I would like to know whether positive or negative values indicate a
lead or lag relation. In the above example would 0.4 Pi mean that
mdeath leads or fdeath.? I just can not figure out.
Thanks in advance
Gunnar Hoyer
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