tsa.stattools.periodogram()
statsmodels.tsa.stattools.periodogram
-
statsmodels.tsa.stattools.periodogram(X)
[source] -
Returns the periodogram for the natural frequency of X
Parameters: X : array-like
Array for which the periodogram is desired.
Returns: pgram : array
1./len(X) * np.abs(np.fft.fft(X))**2
References
Brockwell and Davis.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.stattools.periodogram.html