| periodogram {sarima} | R Documentation |
Obtain the most important period lags of a time series according to a periodogram.
Description
Obtain the most important period lags of a time series according to a periodogram.
Usage
periodogram(x, ..., no.results = 20)
Arguments
x |
A vector containing the time series values |
... |
Arguments to be passed to |
no.results |
The number of results to be printed at the end. Defaults to the 20 most important frequencies. |
Details
Using the spectral function, obtain spectral density estimates at a
number of frequencies and rather than plotting, obtain the rank and
period of the values. Return a given number of results based on the level
of interest of the user.
Value
A data.frame containing the following columns:
rank |
numeric vector containing the ranked importance of the frequency. |
spectrum |
estimates of the spectral density at frequencies
corresponding to |
frequency |
vector at which the spectral density is estimated. |
period |
vector of corresponding periods. |