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

References

Brockwell and Davis.