fftper {TSSS}R Documentation

Compute a Periodogram via FFT

Description

Compute a periodogram of the univariate time series via FFT.

Usage

fftper(y, window = 1, plot = TRUE, ...)

Arguments

y

a univariate time series.

window

smoothing window type. (0: box-car, 1: Hanning, 2: Hamming)

plot

logical. If TRUE (default), smoothed periodogram is plotted.

...

further arguments to be passed to plot.spg.

Details

Hanning Window : W_0 = 0.5 W_1 = 0.25
Hamming Window : W_0 = 0.54 W_1 = 0.23

Value

An object of class "spg", which is a list with the following elements:

period

periodogram (raw spectrum).

smoothed.period

smoothed periodogram. If there is not a negative number, logarithm of smoothed periodogram.

log.scale

if TRUE "smooth the periodogram on log scale.

tsname

the name of the univariate time series y.

Note

We assume that the length N of the input time series y is a power of 2. If N is not a power of 2, calculate using the FFT by appending 0's behind the data y.

References

Kitagawa, G. (2010) Introduction to Time Series Modeling. Chapman & Hall/CRC.

Examples

# Yaw rate, rolling, pitching and rudder angle of a ship
data(HAKUSAN)
YawRate <- HAKUSAN[, 1]
fftper(YawRate, window = 0)

[Package TSSS version 1.2.4 Index]