A raw periodogram is returned and optionally plotted.
periodogram(y, rows = trunc(length(na.omit(y))/2-1), plot = TRUE, ...)Periodogram ordered by intensity.
time series
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 \(y\)
if TRUE a raw periodogram is plotted
further arguments to plot function
Washington Leite Junger wjunger@ims.uerj.br and Antonio Ponce de Leon ponce@ims.uerj.br
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. Check the function intensity for frequencies extraction.
This function plots a fancy periodogram where the intensities of the angular frequencies are plotted resembling tiny lollipops.
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.
pgam