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
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.
Requires: MATLAB (tested on MATLAB ver. 7.2).
Keywords: Periodogram; Spectral density; Period (search for similar items in EconPapers)
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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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