pgam (version 0.3.3)

periodogram: Raw Periodogram

Description

A raw periodogram is returned and optionally plotted.

Usage

periodogram(y, rows = trunc(length(na.omit(y))/2-1), plot = TRUE, ...)

Arguments

y

time series

rows

number of rows to be returned. Default and largest is $n/2-1$, where $n$ is the number of valid observations of the time series $y$

plot

if TRUE a raw periodogram is plotted

...

further arguments to plot function

Value

• Periodogram ordered by intensity.

Details

The raw periodogram is an 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.

This function plots a fancy periodogram where the intensities of the angular frequencies are plotted resembling tiny lollipops.

References

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

Diggle, P. J. (1989) Time Series : A Biostatistical Introduction. Oxford University Press, Oxford.

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)