statsmodels.tsa.stattools.periodogram

statsmodels.tsa.stattools.periodogram(X)

Returns the periodogram for the natural frequency of X

Parameters

Xarray-like

Array for which the periodogram is desired.

Returns

pgramarray

1./len(X) * np.abs(np.fft.fft(X))**2

References

*

Brockwell, P.J. and Davis, R.A., 2016. Introduction to time series and forecasting. Springer.