TSSS (version 1.2.3)

fftper: Compute a Periodogram via FFT

Description

Compute a periodogram of the univariate time series via FFT.

Usage

fftper(y, window = 1, plot = TRUE, …)

Arguments

y

a univariate time series.

window

smoothing window type. (0: box-car, 1: Hanning, 2: Hamming)

plot

logical. If TRUE (default), smoothed periodogram is plotted.

…

further arguments to be passed to plot.spg.

Value

An object of class "spg", which is a list with the following elements:

period

periodogram (raw spectrum).

smoothed.period

smoothed periodogram. If there is not a negative number, logarithm of smoothed periodogram.

log.scale

if TRUE "smooth the periodogram on log scale.

tsname

the name of the univariate time series y.

Details

Hanning Window :

\(W_0\) = 0.5

\(W_1\) = 0.25

References

Kitagawa, G. (2010) Introduction to Time Series Modeling. Chapman & Hall/CRC.

Examples

# NOT RUN {
# Yaw rate, rolling, pitching and rudder angle of a ship
data(HAKUSAN)
YawRate <- HAKUSAN[, 1]
fftper(YawRate, window = 0)
# }