TSA (version 0.99)

periodogram: Computing the periodogram

Description

This is a wrapper that computes the periodogram

Usage

periodogram(y,log='no',plot=TRUE,ylab="Periodogram", xlab="Frequency",lwd=2,...)

Arguments

y

A univariate time series

log

if set to "yes", the periodogram is plotted on the log-scale; default="no"

plot

The periodogram is plotted if it is set to be TRUE which is the default

ylab

label on the y-axis

xlab

label on the x-axis

lwd

thickness of the periodogram lines

...

other arguments to be passed to the plot function

Value

• A list that contains the following elements:
• freq
  Vector of frequencies at which the spectral density is estimated. (Possibly approximate Fourier frequencies.
• spec
  Vector of estimates of the periodogram at frequencies corresponding to freq.

References

Bloomfield, P. (1976) Fourier Analysis of Time Series: An Introduction. Wiley. Brockwell, P. J. and Davis, R. A. (1991) Time Series: Theory and Methods. Second edition. Springer.

Examples

data(star)
plot(star,xlab='Day',ylab='Brightness')
periodogram(star,ylab='Variable Star Periodogram');  abline(h=0)