TSSS (version 1.3.4-5)

fftper: Compute a Periodogram via FFT

Description

Compute a periodogram of the univariate time series via FFT.

Usage

fftper(y, window = 1, plot = TRUE, ...)

Value

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

period

periodogram.

smoothed.period

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

log.scale

logical. If TRUE smoothed.period is logarithm of smoothed periodogram.

tsname

the name of the univariate time series y.

Arguments

y

a univariate time series.

window

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

plot

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

...

graphical arguments passed to plot.spg.

Details

Hanning Window :	\(W_0\) = 0.5	\(W_1\) = 0.25
Hamming Window :	\(W_0\) = 0.54	\(W_1\) = 0.23

References

Kitagawa, G. (2020) Introduction to Time Series Modeling with Applications in R. Chapman & Hall/CRC.

Examples

# Yaw rate, rolling, pitching and rudder angle of a ship
data(HAKUSAN)
YawRate <- HAKUSAN[, 1]
fftper(YawRate, window = 0)