pgam (version 0.3.2)

periodogram: Periodogram

Description

A raw periodogram is returned end optionally plotted.

Usage

periodogram(x, rows = length(x), plot = TRUE, title = NULL, ...)

Arguments

x

time series

rows

number of rows to be returned. Default is $n$

plot

if TRUE a raw periodogram is plotted

title

alternative title for plotting

...

further arguments to plot function

Value

• Periodogram ordered by intensity.

Details

Although the raw periodogram is a biased estimator of the spectrum of a time series, it still is a good indicator of unresolved seasonality patterns in residuals of the fitted model. See intensity for frequencies extraction.

References

Box, G., Jenkins, G., Reinsel, G. (1994) Time Series Analysis : Forecasting and Control. 3rd edition, Prentice Hall, New Jersey.

See Also

pgam, intensity

Examples

library(pgam)
data(aihrio)
attach(aihrio)
form <- ITRESP5~f(WEEK)+HOLIDAYS+rain+PM+g(tmpmax,7)+g(wet,3)
m <- pgam(form,aihrio,omega=.8,beta=.01,maxit=1e2,eps=1e-4,optim.method="BFGS",partial.resid="response")

r <- resid(m)
p <- periodogram(r)