periodogram function

periodogram determines the periodogram of a time series

periodogram(y, nf, ACF = FALSE, type = "cov")

Arguments

• y: (n,1) vector, the time series or an acf at lags 0,1,...,n-1
• nf: scalar, the number of equally spaced frequencies; not necessay an integer
• ACF: logical, FALSE, if y is ts, TRUE, if y is acf
• type: c("cov","cor"), area under spectrum, can be variance or normed to 1.

Returns

out (floor(nf/2)+1,2) matrix, the frequencies and the periodogram

Examples

data(WHORMONE)
## periodogram at Fourier frequencies and frequencies 0 and 0.5 
out <-periodogram(WHORMONE,length(WHORMONE)/2,ACF=FALSE,type="cov")