artfima (version 1.3)

Periodogram: Periodogram

Description

Computes the raw periodogram defined by, $$I(f_j) = \frac{1}{n} | sum z[t] exp(2 \pi f_j) |^2$$

Usage

Periodogram(z)

Arguments

z

vector, time series

Value

• the periodogram

Details

The expected value of the periodogram equals the spectral density function.

See Also

artfimaSDF

Examples

data(sunspot.year)
Ip <- Periodogram(sunspot.year)
fr <- (1:length(Ip))/length(sunspot.year)
plot(fr, Ip, xlab="frequency", ylab="Periodogram")