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tswge (version 2.1.0)

period.wge: Calculate the periodogram

Description

Given a realization contained in a vector, this function calculates and optionally plots the periodogram in either log or non-log scale

Usage

period.wge(x, dbcalc = "TRUE", plot = "TRUE")

Value

freq

Frequencies at which the periodogram is calculated

pgram

Periodogram values evaluated at the frequencies in freq

Arguments

x

The vector containing the time series realization

dbcalc

if dbcalc=TRUE (default) then the periodogram is calculated in log scale (in dB). If dbcalc is FALSE then the non-log periodogram is calculated

plot

if plot=TRUE (default) the periodogram is plotted. If plot=FALSE no plot is created

Author

Wayne Woodward

References

"Applied Time series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Examples

Run this code
period.wge(rnorm(100))

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