CepReg (version 0.1.3)

perd_get: Compute the Periodogram of Multivariate Time Series

Description

This function computes the periodogram for each time series in the input matrix.

Usage

perd_get(Y)

Value

A numeric matrix of dimension N x L, where each row is the periodogram of a time series.

Arguments

Y

A numeric matrix of dimension T x N, where each column is a univariate time series.

Examples

set.seed(123)
Y <- matrix(rnorm(20), ncol = 4)
perd <- perd_get(Y)