periodogram: Computing the periodogram

In TSA: Time Series Analysis

Computing the periodogram

Description

This is a wrapper that computes the periodogram

Usage

periodogram(y,log='no',plot=TRUE,ylab="Periodogram", xlab="Frequency",lwd=2,...) 

Arguments

y	A univariate time series
log	if set to "yes", the periodogram is plotted on the log-scale; default="no"
plot	The periodogram is plotted if it is set to be TRUE which is the default
ylab	label on the y-axis
xlab	label on the x-axis
lwd	thickness of the periodogram lines
...	other arguments to be passed to the plot function

Value

A list that contains the following elements:

freq	Vector of frequencies at which the spectral density is estimated. (Possibly approximate Fourier frequencies.
spec	Vector of estimates of the periodogram at frequencies corresponding to freq.

References

Bloomfield, P. (1976) Fourier Analysis of Time Series: An Introduction. Wiley.

Brockwell, P. J. and Davis, R. A. (1991) Time Series: Theory and Methods. Second edition. Springer.

Examples

data(star)
plot(star,xlab='Day',ylab='Brightness')
periodogram(star,ylab='Variable Star Periodogram');  abline(h=0)

TSA documentation built on July 5, 2022, 5:05 p.m.