Periodogram: Periodogram
In artfima: ARTFIMA Model Estimation
Description
Usage
Arguments
Details
Value
Author(s)
See Also
Examples
Description
Computes the raw periodogram defined by,
I(f_j) = \frac{1}{n} | sum z[t] exp(2 π f_j) |^2
Usage
1
Periodogram(z)
Arguments
z
vector, time series
Details
The expected value of the periodogram equals the spectral density function.
Value
the periodogram
Author(s)
A. I. McLeod
See Also
Examples
1
2
3
4
data(sunspot.year)
Ip <- Periodogram(sunspot.year)
fr <- (1:length(Ip))/length(sunspot.year)
plot(fr, Ip, xlab="frequency", ylab="Periodogram")
Example output
artfima documentation built on May 2, 2019, 1:27 p.m.
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Description Usage Arguments Details Value Author(s) See Also Examples
Description
Computes the raw periodogram defined by,
I(f_j) = \frac{1}{n} | sum z[t] exp(2 π f_j) |^2
Usage
1 | Periodogram(z)
|
Arguments
z |
vector, time series |
Details
The expected value of the periodogram equals the spectral density function.
Value
the periodogram
Author(s)
A. I. McLeod
See Also
Examples
1 2 3 4 | data(sunspot.year)
Ip <- Periodogram(sunspot.year)
fr <- (1:length(Ip))/length(sunspot.year)
plot(fr, Ip, xlab="frequency", ylab="Periodogram")
|
Example output
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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