The Hg spectrum was reconstructed using the holographic Fourier transform method. Many higher-order lines, up to the third order, were observed. All these lines are due to the non-linear effect of the film transmittance-exposure curve, and their positions agree extremely well with the calculated ones. The reconstructed spectrum was observed under two different experimental conditions: (i) when the 5770/90 AA doublet of the Hg spectrum was resolved, and (ii) when the same doublet was not resolved. The results can be explained by a recent theory. There is qualitative agreement between theory and experiment on relative line intensities for certain higher-order lines. In particular, it is shown that the presence of higher-order lines is harmful to the analysis of an unknown spectrum, and therefore film non-linearity should be avoided if possible.