Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

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 {,opt})
Input:
x vector
opt (optional) integer; If opt=1 (Default) the periodogram is returned, otherwise the log periodogram
Output:
y vector

Example:

library("times")

randomize (0)

x=genarma(0.9,0,normal(100))

y=pgram(x)

y[1:5]

Result:

generates a graphical object wich 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
See also: fft invfft spec

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Rong Chen, Christian Hafner, 970725
(C) MD*TECH Method and Data Technologies, 21.9.2000