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2006•RePEc: Research Papers in EconomicsRequires access

PERIODOG: MATLAB function to compute and plot the periodogram of a time series

Rafał Weron

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Abstract

PERIODOG(X) returns the POWER and FREQuency such that PLOT(FREQ, POWER) is the periodogram (estimate of the spectral density). Period (i.e. 1/FREQ) MAXP of the maximum value of the periodogram is also returned.

About this research paper

What this paper is about

PERIODOG(X) returns the POWER and FREQuency such that PLOT(FREQ, POWER) is the periodogram (estimate of the spectral density). Period (i.e. 1/FREQ) MAXP of the maximum value of the periodogram is also returned.

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Available abstract

PERIODOG(X) returns the POWER and FREQuency such that PLOT(FREQ, POWER) is the periodogram (estimate of the spectral density). Period (i.e. 1/FREQ) MAXP of the maximum value of the periodogram is also returned.

Key concepts: Periodogram, Plot (graphics), Spectral density, Mathematics, Series (stratigraphy), MATLAB, Statistics, Power (physics)

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