Description Usage Arguments Value Examples
periodogram
determines the periodogram of a time series
1 | periodogram(y, nf, ACF = FALSE, type = "cov")
|
y |
(n,1) vector, the time series or an acf at lags 0,1,...,n-1 |
nf |
scalar, the number of equally spaced frequencies; not necessay an integer |
ACF |
logical, FALSE, if y is ts, TRUE, if y is acf |
type |
c("cov","cor"), area under spectrum, can be variance or normed to 1. |
out (floor(nf/2)+1,2) matrix, the frequencies and the periodogram
1 2 3 |
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