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 – 1./len(X) * np.abs(np.fft.fft(X))**2
Return type:	array

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