[R-SIG-Finance] periodogram

[Matthieu Stigler]

Brian G. Peterson a écrit :
> On Fri, December 5, 2008 6:08 am, babel at centrum.sk wrote:
>   
>> Hello R
>> I have a problem with periodogram. I cant find the suitable function for
>> this. I would like to plot correlograms with the ACF function acf(x) and
>> then the corresponding periodogram. But the periodograms I found in the R
>> package GeneCycle and stats does not produce the desired output for me. I
>> will prefer something like the Statgraphic produce (the image in
>> appendix). Can you help me please with this beginners question?
>> Thank you in progress.
>>     
>
> chart.ACFplus in PerformanceAnalytics includes both the acf and the pacf
> of the residuals.  It should be relatively simple to extend this code to
> include a periodogram if you have *any* periodogram code that works.  We'd
> be happy to collaborate with you on such an extension.
>
> Regards,
>
>    - Brian
>
>   

Doesn't your periodogram corrspond to the population spectrum (in this 
domain, it seems that there are many confusing terms... )? If yes then 
just look at spectrum()

Mat