esttransfer2 <- function(x,y) { f <- spectrum(ts.union(x,y),spans=c(3,3)) A <- (f$spec[,1])/(f$spec[,2]) A <- sqrt(A) A <- A*exp(1i*f$phase) n <- length(A) tl <- seq((n-1):2) A <- c(A, Conj(A[tl])) varA <- ((f$coh)^{-2}-1)/(2*(f$df-1)) par(mfrow=c(2,1)) plot(f$freq, log(Mod(A[1:length(f$freq)])), type="l", main="Estimate of log of Mod Transfer fcn") lines(f$freq, log(Mod(A[1:length(f$freq)]))+2*sqrt(varA), lty=2) lines(f$freq, log(Mod(A[1:length(f$freq)]))-2*sqrt(varA), lty=2) plot(f$freq, f$phase, type="l", main="Estimate of Arg of Transfer fcn") lines(f$freq, f$phase+2*sqrt(varA), lty=2) lines(f$freq,f$phase -2*sqrt(varA), lty=2) }