periodogram

Provides functions for modeling and forecasting time series data. Forecasting is based on the innovations algorithm. A description of the innovations algorithm can be found in the textbook "Introduction to Time Series and Forecasting" by Peter J. Brockwell and Richard A. Davis. <http://www.springer.com/us/book/9781475777505>.

George Weigt

itsmr

Time Series Analysis Using the Innovations Algorithm

periodogram function

<dl><dt>x</dt>
<dd>Time series data</dd><dt>q</dt>
<dd>MA filter order</dd><dt>opt</dt>
<dd>Plot option (0 silent, 1 periodogram only, 2 periodogram and filter)</dd></dl>

Arguments

Plot a periodogram — periodogram

<dl>

<dt>x</dt>
<dd>Time series data</dd>

<dt>q</dt>
<dd>MA filter order</dd>

<dt>opt</dt>
<dd>Plot option (0 silent, 1 periodogram only, 2 periodogram and filter)</dd>

</dl>

periodogram: Plot a periodogram

Description

Usage

Value

Arguments

Details

See Also

Examples