Wolfram Language & System 10.0 (2014)|Legacy Documentation

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WOLFRAM LANGUAGE FEATURED EXAMPLE

Perform Spectral Analysis of a Time Series

    
Generate a sample path from an ARProcess[1]:
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Click for copyable input
Compute smoothed estimates of the PowerSpectralDensity of the data:
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Click for copyable input
Out[2]=
The theoretical PowerSpectralDensity for the ARProcess:
In[3]:=
Click for copyable input
Out[3]=