Smoothed periodogram
Description
The smoothed periodogram of the time series yt is defined by the following procedure:
- Remove the mean
- Apply a taper, if any
In formulae, we apply:
- y1t=yt−ˉyt
- [y2t=taper(y1t)]
###
The smoothed periodogram of the time series yt is defined by the following procedure:
In formulae, we apply:
###