PowerSpectralDensity

PowerSpectralDensity[data, ]
estimates the power spectral density for data.

PowerSpectralDensity[data, , sspec]
estimates the power spectral density for data with smoothing specification sspec.

PowerSpectralDensity[tproc, ]
represents the power spectral density of a time series process tproc.

Details and OptionsDetails and Options

ExamplesExamplesopen allclose all

Basic Examples (3)Basic Examples (3)

Estimate the power spectral density for some data:

In[1]:=
Click for copyable input
Out[1]=

Calculate power spectral density for a univariate time series:

In[1]:=
Click for copyable input
Out[1]=

The sample power spectral density for a random sample from autoregressive time series:

In[1]:=
Click for copyable input
In[2]:=
Click for copyable input
Out[2]=
New in 9
New to Mathematica? Find your learning path »
Have a question? Ask support »