#Solution to HW#9. load("//artscistore.vuad.villanova.edu/users/jfrey/Teaching Stuff/Math 8444 - Spring 2012/tsa3.rda") ############ #Problem 4.1 ############ #Part a. x1<-2*cos(2*pi*1:128*6/100)+3*sin(2*pi*1:128*6/100) x2<-4*cos(2*pi*1:128*10/100)+5*sin(2*pi*1:128*10/100) x3<-6*cos(2*pi*1:128*40/100)+7*sin(2*pi*1:128*40/100) x<-x1+x2+x3 par(mfrow=c(2,2)) plot.ts(x1,ylim=c(-10,10),main=expression(omega==6/100~~~A^2==13)) plot.ts(x2,ylim=c(-10,10),main=expression(omega==10/100~~~A^2==41)) plot.ts(x3,ylim=c(-10,10),main=expression(omega==40/100~~~A^2==85)) plot.ts(x,ylim=c(-16,16),main='sum') #Part b. P<-abs(2*fft(x)/128)^2 Fr<-0:127/128 plot(Fr,P,type='o',xlab='frequency',ylab='periodogram') #Part c. noise<-rnorm(100,0,5) x1<-2*cos(2*pi*1:100*6/100)+3*sin(2*pi*1:100*6/100) x2<-4*cos(2*pi*1:100*10/100)+5*sin(2*pi*1:100*10/100) x3<-6*cos(2*pi*1:100*40/100)+7*sin(2*pi*1:100*40/100) x<-x1+x2+x3+noise par(mfrow=c(2,2)) plot.ts(x1,ylim=c(-10,10),main=expression(omega==6/100~~~A^2==13)) plot.ts(x2,ylim=c(-10,10),main=expression(omega==10/100~~~A^2==41)) plot.ts(x3,ylim=c(-10,10),main=expression(omega==40/100~~~A^2==85)) plot.ts(x,ylim=c(-22,22),main='sum') P<-abs(2*fft(x)/100)^2 Fr<-0:99/100 dev.off() plot(Fr,P,type='o',xlab='frequency',ylab='periodogram')