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