per {qfa} | R Documentation |
Periodogram (PER)
Description
This function computes the periodogram or periodogram matrix for univariate or multivariate time series.
Usage
per(y)
Arguments
y |
vector or matrix of time series s (if matrix, nrow(y) = length of time series) |
Value
vector or array of periodogram
Examples
y <- stats::arima.sim(list(order=c(1,0,0), ar=0.5), n=64)
y.per <- per(y)
plot(y.per)
[Package qfa version 4.1 Index]