periodogram: Obtain the most important period lags of a time series...

In GeoBosh/sarima: Simulation and Prediction with Seasonal ARIMA Models

Obtain the most important period lags of a time series according to a periodogram.

Description

Obtain the most important period lags of a time series according to a periodogram.

Usage

periodogram(x, ..., no.results = 20)

Arguments

x	A vector containing the time series values
...	Arguments to be passed to spectrum
no.results	The number of results to be printed at the end. Defaults to the 20 most important frequencies.

Details

Using the spectral function, obtain spectral density estimates at a number of frequencies and rather than plotting, obtain the rank and period of the values. Return a given number of results based on the level of interest of the user.

Value

A data.frame containing the following columns:

rank	numeric vector containing the ranked importance of the frequency.
spectrum	estimates of the spectral density at frequencies corresponding to freq.
frequency	vector at which the spectral density is estimated.
period	vector of corresponding periods.

GeoBosh/sarima documentation built on March 27, 2024, 6:31 p.m.