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
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/periodog.m Program file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

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

Access Statistics for this software item

More software in HSC Software from Hugo Steinhaus Center, Wroclaw University of Technology
Contact information at EDIRC.
Series data maintained by Rafal Weron ().