pgram {ptest}R Documentation

Periodogram computation

Description

The periodogram is computed.

Usage

pgram(z)

Arguments

z series

Details

Uses FFT. So if the length of z is a highly composite number, the computation is very efficient. The periodogram is computed for the Fourier frequencies, (1:nF)/n, where nF=floor(n/2), n=length(z).

Value

Periodogram evaluated at the Fourier frequencies

Author(s)

A.I. McLeod

See Also

help

Examples

z<-sunspot.year
n<-length(z)
I<-pgram(z)
nF<-floor(n/2)
f<-(1:nF)/n
plot(f, I, xlab="f", ylab="f", type="l") 
title(main="Periodogram for Annual Sunpots, 1700-1988")

[Package ptest version 1.01 Index]