periodogram: The Periodogram

Description Usage Arguments Value Examples

View source: R/Periodogram.R

Description

The Periodogram estimates the power spectral density of a signal (e.g. a time series or a series of observations). Note that the Periodogram is not a consistent estimator.

Usage

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Arguments

ts

A numeric vector or a structur of class arma which contains the time series that should be analysed.

Value

A vector which contains the values of the Periodogram of the signal or the time series ts at the Fourier frequencys.

Examples

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n<- 1:1000
x <- rnorm(1:1000) + 2*sin(2*pi*n)
periodogram(x)

adrian1econ/TimeSeries documentation built on Aug. 25, 2020, 5:18 p.m.