period

0th

Percentile

Compute a Periodogram

Compute a periodogram of the univariate time series.

Keywords
ts
Usage
period(y, window = 1, minmax = c(-1.0e+30, 1.0e+30), plot = TRUE, …)
Arguments
y

a univariate time series.

window

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

minmax

bound for outliers in low side and high side.

plot

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

further arguments to be passed to plot.spg.

Details

Hanning Window : \(W_0\) = 0.5 \(W_1\) = 0.25

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.

References

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

Aliases
  • period
Examples
# NOT RUN {
# BLSALLFOOD data
data(BLSALLFOOD)
period(BLSALLFOOD)

# seismic Data
data(MYE1F)
period(MYE1F)
# }
Documentation reproduced from package TSSS, version 1.2.3, License: GPL (>= 2)

Community examples

Looks like there are no examples yet.