View source: R/findfrequency.R
findfrequency | R Documentation |
findfrequency
returns the period of the dominant frequency of a time
series. For seasonal data, it will return the seasonal period. For cyclic
data, it will return the average cycle length.
findfrequency(x)
x |
a numeric vector or time series of class |
The dominant frequency is determined from a spectral analysis of the time
series. First, a linear trend is removed, then the spectral density function
is estimated from the best fitting autoregressive model (based on the AIC).
If there is a large (possibly local) maximum in the spectral density
function at frequency f
, then the function will return the period
1/f
(rounded to the nearest integer). If no such dominant frequency
can be found, the function will return 1.
an integer value
Rob J Hyndman
findfrequency(USAccDeaths) # Monthly data
findfrequency(taylor) # Half-hourly data
findfrequency(lynx) # Annual data
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