periodogram: Raw Periodogram

In pgam: Poisson-Gamma Additive Models

Raw Periodogram

Description

A raw periodogram is returned and optionally plotted.

Usage

periodogram(y, rows = trunc(length(na.omit(y))/2-1), plot = TRUE, ...)

Arguments

y	time series
rows	number of rows to be returned. Default and largest is n/2-1, where n is the number of valid observations of the time series y
plot	if TRUE a raw periodogram is plotted
...	further arguments to plot function

Details

The raw periodogram is an estimator of the spectrum of a time series, it still is a good indicator of unresolved seasonality patterns in residuals of the fitted model. Check the function intensity for frequencies extraction.

This function plots a fancy periodogram where the intensities of the angular frequencies are plotted resembling tiny lollipops.

Value

Periodogram ordered by intensity.

Author(s)

Washington Leite Junger [e-mail] and Antonio Ponce de Leon [e-mail]

References

Box, G., Jenkins, G., Reinsel, G. (1994) Time Series Analysis : Forecasting and Control. 3rd edition, Prentice Hall, New Jersey.

Diggle, P. J. (1989) Time Series : A Biostatistical Introduction. Oxford University Press, Oxford.

See Also

pgam

pgam documentation built on Aug. 20, 2022, 1:06 a.m.