| Periodogram {artfima} | R Documentation |
Computes the raw periodogram defined by,
I(f_j) = \frac{1}{n} | sum z[t] exp(2 \pi f_j) |^2
Periodogram(z)
z |
vector, time series |
The expected value of the periodogram equals the spectral density function.
the periodogram
A. I. McLeod
data(sunspot.year)
Ip <- Periodogram(sunspot.year)
fr <- (1:length(Ip))/length(sunspot.year)
plot(fr, Ip, xlab="frequency", ylab="Periodogram")