Compute a periodogram of the univariate time series via FFT.
fftper(y, window = 1, plot = TRUE, …)
a univariate time series.
smoothing window type. (0: box-car, 1: Hanning, 2: Hamming)
logical. If TRUE (default), smoothed periodogram is plotted.
TRUE
further arguments to be passed to plot.spg.
plot.spg
An object of class "spg", which is a list with the following elements:
"spg"
periodogram (raw spectrum).
smoothed periodogram. If there is not a negative number, logarithm of smoothed periodogram.
if TRUE "smooth the periodogram on log scale.
the name of the univariate time series y.
y
Kitagawa, G. (2010) Introduction to Time Series Modeling. Chapman & Hall/CRC.
# NOT RUN { # Yaw rate, rolling, pitching and rudder angle of a ship data(HAKUSAN) YawRate <- HAKUSAN[, 1] fftper(YawRate, window = 0) # }
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