Library: | times |
See also: | fft invfft spec |
Quantlet: | pgram | |
Description: | computes and plots the raw (log) periodogram of a time series |
Usage: | y = pgram(x {,n}) | |
Input: | ||
x | vector | |
n | integer; If n=1 (Default) the periodogram is returned, otherwise the log periodogram | |
Output: | ||
y | vector |
library("times") randomize(0) x=genarma(0.9,0,normal(100)) y=pgram(x) y[1:5]
generates a graphical object which represents the periodogram of a time series Contents of _tmp [1,] 50.882 [2,] 42.724 [3,] 40.861 [4,] 13.082 [5,] 7.3546
library("times") randomize(0) dax=read("dax") z=pgram(dax)
generates a graphical object which represents the periodogram of DAX time series