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MathGroup Archive 1998

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Time Series package w v 3.0

  • To: mathgroup at smc.vnet.net
  • Subject: [mg15166] Time Series package w v 3.0
  • From: "Atul Sharma" <mdsa at musica.mcgill.ca>
  • Date: Thu, 17 Dec 1998 00:27:45 -0500
  • Organization: McGill University Computing Centre
  • Sender: owner-wri-mathgroup at wolfram.com

I have been using the Time Series Analysis package with Mathematica 3.01
for some time. Usually, I am analyzing the spectrum of experimental
data, but today needed to analyze the spectrum of an AR model object
generated by the BurgEstimate routine.
I discovered that when I try to use the Spectrum command on a model
object, I get an
error that has to do with the ComplexToTrig function:

The output (using the example in the text) is

In: spc=Spectrum[ARModel[{1,-0.5},1],w]

Out[122]=
1/(2 Pi ) ((  TimeSeries`TimeSeries`Private`ComplexToTrig[
      1\/\(\(2.25`\[InvisibleSpace]\) - 1.5`\ E\^\(\(-I\)\ w\) -
          1.5`\ E\^\(I\ w\) + 0.5`\ E\^\(\(-2\)\ I\ w\) +
          0.5`\ E\^\(2\ I\ w\)\)])\)\)\)

I recall that when I bought the package, I had to comment out the
Needs[] for a Algebra`Trigonometry`, which loaded  the ComplexToTrig
function. I assumed this was a holdover from v 2.0 which had become a
kernel function (ExpToTrig). The package worked fine until I tried to
analyze a model object, as noted above. In the definition of the
Spectrum[ ], I replaced the call to ComplexToTrig with ExpToTrig
without any luck, and also modified Expand to TrigExpand, but these
changes kill the function. Any ideas would be greatly appreciated.

A. Sharma




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