period.wge: Calculate the periodogram

In tswge: Time Series for Data Science

Calculate the periodogram

Description

Given a realization contained in a vector, this function calculates and optionally plots the periodogram in either log or non-log scale

Usage

period.wge(x, dbcalc = "TRUE", plot = "TRUE")

Arguments

x	The vector containing the time series realization
dbcalc	if dbcalc=TRUE (default) then the periodogram is calculated in log scale (in dB). If dbcalc is FALSE then the non-log periodogram is calculated
plot	if plot=TRUE (default) the periodogram is plotted. If plot=FALSE no plot is created

Value

freq	Frequencies at which the periodogram is calculated
pgram	Periodogram values evaluated at the frequencies in freq

Author(s)

Wayne Woodward

References

"Applied Time series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Examples

period.wge(rnorm(100))

tswge documentation built on Feb. 16, 2023, 6:51 p.m.