complete.pgram {cspec}

Complete Periodogram

Description

Function to calculate the complete periodogram.

Usage

complete.pgram(x, freq = 2 * pi * (1:length(x))/length(x), thres=NULL, ...)

Arguments

x

time series vector.

freq

frequency vector.

thres

(optional) positive threshold value.

...

Arguments used in the predictiveDFT function.

Details

The default frequencies are 2*pi*(1:n)/n, where n is a length of a time series.

Value

Real part of the complete periodogram vector.

Author(s)

Junho Yang

References

S. Das, S. Subba Rao, and J. Yang. Spectral methods for small sample time series: A complete periodogram approach. Submitted, 2020.

See Also

predictiveDFT

Examples

set.seed(123)
x <- arima.sim(model=list(ar=0.7), n=100)
v <- complete.pgram(x)