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

Author

Listed:
  • Rafal Weron

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.

Suggested Citation

  • Rafal Weron, 2006. "PERIODOG: MATLAB function to compute and plot the periodogram of a time series," HSC Software M06001, Hugo Steinhaus Center, Wroclaw University of Technology.
  • Handle: RePEc:wuu:hscode:m06001
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    File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/periodog.m
    File Function: Program file
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    Citations

    Blog mentions

    As found by EconAcademics.org, the blog aggregator for Economics research:
    1. The stock market and happiness
      by UDADISI in UDADISI on 2012-08-01 23:55:00

    Citations

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    Cited by:

    1. Tonzer, Lena, 2017. "Uncertainty, financial crises, and subjective well-being," IWH Discussion Papers 2/2017, Halle Institute for Economic Research (IWH).
    2. Anita Ratcliffe & Karl Taylor, 2013. "Who Cares about Stock Market Booms and Busts? Evidence from Data on Mental Wellbeing," Working Papers 2012021, The University of Sheffield, Department of Economics.
    3. Frijters, Paul & Johnston, David W. & Shields, Michael A. & Sinha, Kompal, 2015. "A lifecycle perspective of stock market performance and wellbeing," Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 237-250.

    More about this item

    Keywords

    Periodogram; Spectral density; Period;

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