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

Rafał Weron ()

HSC Software from Hugo Steinhaus Center, Wroclaw University of Technology

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.

Language: MATLAB
Requires: MATLAB (tested on MATLAB ver. 7.2).
Keywords: Periodogram; Spectral density; Period (search for similar items in EconPapers)
Date: 2006-09-23
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http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/periodog.m Program file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:wuu:hscode:m06001

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Handle: RePEc:wuu:hscode:m06001