How to Calculate Continuous Spectrum
q There are two ways to calculate the continuous spectrum:
(1) (1) Direct Method  (use Fourier transform)
(2) (2) Time-Lag Correlation Method (use autocorrelation function)
(1) Direct Method (a more popular method)
     Step 1: Perform Fourier transform of y(t) to get C2(k)
     Step 2: smooth C2(k) by averaging a few adjacent frequencies together.
                  or by averaging the spectra of a few time series together.
    è both ways smooth a line spectrum to a continuous spectrum and
         increase the degrees of freedom of the spectrum.