Period_ts

One of the uses of spectrum density and periodogram is to detect the periodicity of the series. If the spectral density or periodogram or any estimator has a peak at a frequency, the periodicity of the series can be understood. If we reverse the frequency at which the peak is located, the period of the series is obtained.

Analyzes autocorrelation and partial autocorrelation using surrogate methods and
bootstrapping, and computes the acceleration constants for the vectorized moving block
bootstrap provided by this package. It generates percentile, bias-corrected, and accelerated
intervals and estimates partial autocorrelations using Durbin-Levinson. This package
calculates the autocorrelation power spectrum, computes cross-correlations between two
time series, computes bandwidth for any time series, and performs autocorrelation frequency
analysis. It also calculates the periodicity of a time series.

Leila Marvian Mashhad

ADTSA

Time Series Analysis

Hossein Hassani

Masoud Yarmohammadi

Mohammad Reza Yeganegi

Period_ts function

<dl> <dt>ts</dt>
<dd>a vector of time series data.</dd></dl>

Arguments

Hossein hassani, Masoud yarmohammadi, Mohammad reza yeganegi and Leila Marvian Mashhad.

Author

Calculation of Time Series Periodicity — Period_ts

<dl>

 <dt>ts</dt>
<dd>a vector of time series data.</dd>

</dl>

Period_ts: Calculation of Time Series Periodicity

Description

Usage

Value

Arguments

Author

Examples