我正在将演示时态数据分析的SAS程序转换为R.我想使用R重现SAS PROC SPECTRA输出。
所以，我的问题是，R中的谱（）函数产生的谱密度值能否转换成SAS PROC SPECTRA产生的谱密度值？
DATA AR1_09;
INPUT t U;
OUTPUT;
CARDS;
1 -5.19859
2 4.91364
3 -3.86515
4 4.02932
5 -4.12263
6 3.46548
7 -3.01139
8 3.13753
9 -2.34875
10 2.1531
11 -2.01086
12 1.88911
13 -2.22766
14 1.94077
15 0.1786
16 0.84228
17 -1.51301
18 2.62644
19 -3.44148
20 3.13813
21 -2.34959
22 2.70754
23 -2.54789
24 2.04427
25 -2.34041
26 1.13443
27 -0.11853
28 0.74645
29 0.02448
30 0.57811
31 -1.54715
32 1.05646
33 -0.56458
34 0.6863
35 -0.53347
36 0.60813
37 -1.22044
38 0.13136
39 -0.45568
40 0.13459
41 -0.10892
42 0.46324
43 1.01367
44 -2.44015
45 1.62849
46 1.54928
47 -2.7146
48 2.20448
49 -1.58668
50 1.06419
51 -1.41402
52 1.30755
53 -1.55331
54 1.58191
55 -2.38216
56 1.45702
57 0.79562
58 -0.91078
59 -0.59827
60 1.44958
61 -1.81996
62 -0.05101
63 -0.13188
64 1.34861
65 -1.81912
66 0.73641
67 -0.32049
68 -0.37179
69 2.26288
70 -2.2773
71 0.95193
72 -1.24679
73 0.67123
74 -0.40868
75 1.46308
76 -0.71945
77 1.07481
78 -2.25127
79 1.87573
80 -1.52811
81 1.27772
82 -2.96657
83 3.58684
84 -1.7656
85 2.92004
86 -2.36525
87 2.17087
88 -1.65458
89 0.86588
90 0.19505
91 -2.34264
92 3.51124
93 -3.33501
94 3.13522
95 -1.8957
96 0.93527
97 -0.96551
98 0.08307
99 -0.14018
100 0.48641
;
PROC SPECTRA DATA=AR1_09 OUT=AR1_09PSPEC1 P S WHITETEST;
VAR U;
WEIGHTS 1 2 1;
RUN;
PROC SPECTRA DATA=AR1_09 OUT=AR1_09PSPEC2 S WHITETEST;
VAR U;
WEIGHTS 1 2 3 4 5 4 3 2 1;
RUN;
DATA AR1_09PSPEC12;
SET AR1_09PSPEC1;
n=100;
fre=0.5*n*FREQ/(4*ATAN(1));
P_01=P_01/(16*ATAN(1));
KEEP fre P_01 S_01;
RUN;
DATA AR1_09PSPEC22;
SET AR1_09PSPEC2;
n=100;
fre=0.5*n*FREQ/(4*ATAN(1));
S_02=S_01;
KEEP fre S_02;
DATA AR1_09TRUESPEC;
SET AR1_09PSPEC1;
n=100;
rho=-0.9;
theoreticalS=1.0/(8*ATAN(1)*(1-2*rho*cos(FREQ)+rho*rho));
fre=0.5*n*FREQ/(4*ATAN(1));
KEEP fre theoreticalS;
DATA AR1_09PSPEC;
MERGE AR1_09PSPEC12 AR1_09PSPEC22 AR1_09TRUESPEC;
PROC PRINT DATA=AR1_09PSPEC;
VAR fre P_01 S_01 S_02 theoreticalS;
RUN;
到目前为止，在R中使用read.xlsx（）输入数据后，这就是我所拥有的：
AR1.09 <- as.ts(AR1.09[, 2])
install.packages("forecast")
library(forecast)
使用ma作为2阶移动平均值的平滑器。
MA2AR1.09 <- ma(AR1.09, order = 2)
AR1.09PSPEC1 <- spectrum(na.omit(MA2AR1.09))
测试变量U的白噪声
Box.test (MA2AR1.09)
Box.test (MA2AR1.09, type = "Ljung")
傅立叶分析的周期图。 SAS生成的周期图值看起来大约是P（低于）4倍。这并不令人惊讶，我被告知有些软件会产生周期图值除以4pi。
n <- length(AR1.09)
FF <- abs(fft(AR1.09) / sqrt(n))^2
P <- (4 / n) * FF[1:((n / 2) + 1)]
f <- (0:(n/2)) / n
plot(f, P, type = "h")
因此，由R＆amp; Spectrum（）函数产生的谱密度值的$ spec值与SAS PROC SPECTRA产生的值不同。我可以将R值转换为SAS值吗？
这就是全部。谢谢你的时间。