StatBean Name: Periodogram

Purpose: Calculates a peridodogram for a time series.

DataSource: any.

Read/Write Properties
NameTypeDescriptionPossible ValuesDefault Value
removeMeanbooleanwhether to subtract mean from time series before calculating periodogram.true,falsetrue
seasonalLengthintThe number of time periods comprising a season.1+1
taperdoubleAmount of tapering to apply at each end of time series (as a percentage).0.0-50.00.0
timeSeriesVariableNameStringThe name of the column with data values to be plotted.Any string.""

Other Public Methods
NameDescriptionArgumentsReturn Value
double getCumulativeSum(int i)Returns the sum of the first i+1 ordinates.Index.Cumulative sum.
double getFrequency(int i)Returns the i-th Fourier frequency.Index.Frequency.
int getNumberOfMissingValuesReplaced()Returns the number of missing values replaced with estimates.None.Number replaced.
int getNumberOfOrdinates()Returns the number of ordinates (or frequencies).None.Number.
double getOrdinate(int i)Returns the periodogram ordinate at the i-th frequency.Index.Ordinate.
double getSum()Returns the sum all the ordinates.None.Sum.
int getSampleSize()Returns the number of data values used to obtain estimates.None.Sample size.

Output Variables
NameDescription
Cumulative SumCumulative sum of oridinates.
FrequencyFourier frequencies.
OrdinatePeriodogram ordiantes.


Code Sample
- see PeriodogramPlot.