PERIODOG: MATLAB function to compute and plot the periodogram of a time series
AbstractPERIODOG(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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Bibliographic InfoSoftware component provided by Hugo Steinhaus Center, Wroclaw University of Technology in its series HSC Software with number M06001.
Programming language: MATLAB
Requires: MATLAB (tested on MATLAB ver. 7.2).
Date of creation: 23 Sep 2006
Date of revision:
Periodogram; Spectral density; Period; reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
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