7.8.1.8. 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 : array

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

References

Brockwell and Davis.