per: Periodogram (PER)

In qfa: Quantile-Frequency Analysis (QFA) of Time Series

Periodogram (PER)

Description

This function computes the periodogram or periodogram matrix for univariate or multivariate time series.

Usage

per(y)

Arguments

y	vector or matrix of time series s (if matrix, nrow(y) = length of time series)

Value

vector or array of periodogram

Examples

y <- stats::arima.sim(list(order=c(1,0,0), ar=0.5), n=64)
y.per <- per(y)
plot(y.per)

qfa documentation built on April 11, 2025, 5:49 p.m.