statsmodels.tsa.stattools.periodogram

statsmodels.tsa.stattools.periodogram(x)

Compute the periodogram for the natural frequency of x.

Deprecated since version Use: scipy.signal.periodogram instead

Parameters

xarray_like

Array for which the periodogram is desired.

Returns

ndarray

The periodogram defined as 1./len(x) * np.abs(np.fft.fft(x))**2.

References

1

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