periodograma: Periodogram

In PacoParra/descomponer-1.5: Seasonal Adjustment by Frequency Analysis

Description

Calculates and displays the spectrum of the time serie

Usage

periodograma(y)

Arguments

y	a vector of the observed time-serie values

Value

frecuencia	Vector of frequencies at which the spectral density is estimated. The units are the reciprocal of cycles per unit time.
omega	Is calculated by pi*frecuencia/(n/2)
periodos	n/frecuencia
densidad	Vector of estimates of the spectral density at frequencies corresponding to frecuencia.

References

Parra, F. (2014), Amplitude time-frequency regression, (http://econometria.wordpress.com/2013/08/21/estimation-of-time-varying-regression-coefficients/)

See Also

gperiodograma

Examples

n<-100;x<-seq(0,24*pi,length=n);y<-sin(x)+rnorm(n,sd=.3)
periodograma(y)

PacoParra/descomponer-1.5 documentation built on May 6, 2019, 9:07 a.m.