fftper {TSSS}

Compute a Periodogram via FFT

Description

Compute a periodogram of the univariate time series via FFT.

Usage

fftper(y, window = 1, plot = TRUE, ...)

Arguments

y

a univariate time series.

window

smoothing window type. (0: box-car, 1: Hanning, 2: Hamming)

plot

logical. If TRUE (default), smoothed (log-)periodogram is plotted.

...

graphical arguments passed to plot.spg.

Details

Hanning Window :	W_0 = 0.5	W_1 = 0.25
Hamming Window :	W_0 = 0.54	W_1 = 0.23

Value

An object of class "spg", which is a list with the following components:

period

periodogram.

smoothed.period

smoothed periodogram. If there is not a negative number, logarithm of smoothed periodogram.

log.scale

logical. If TRUE smoothed.period is logarithm of smoothed periodogram.

tsname

the name of the univariate time series y.

Note

We assume that the length N of the input time series y is a power of 2. If N is not a power of 2, calculate using the FFT by appending 0's behind the data y.

References

Kitagawa, G. (2020) Introduction to Time Series Modeling with Applications in R. Chapman & Hall/CRC.

Examples

# Yaw rate, rolling, pitching and rudder angle of a ship
data(HAKUSAN)
YawRate <- HAKUSAN[, 1]
fftper(YawRate, window = 0)