"Spectral analysis was conducted to test for seasonality, detecting periodicity in time series, by plotting spectral density against period."apparently this is more often called - spectrogram or periodogram.
Information about cycles that are inherent in given data can also be deduced from the empirical autocorrelation function.
(under heading autocorrelation function and periodograms)
from First Course in Time Series Analysis
The above book has an SAS algorithm to compute periodogram, however I have yet to figure out how to do it either in MATLAB or Minitab.
A plot of amplitude or squared amplitude against frequency for the wave components of a periodic function represented by a Fourier series.
The periodogram is evaluated in practice from a finite digital sequence using the fast Fourier transform. The raw periodogram is not a good spectral estimate since it suffers from spectral bias and variance problems.
from wikipedia
No comments:
Post a Comment