Obtain the most important period lags of a time series according to a periodogram.

Usage

periodogram(x, ..., no.results = 20)

Arguments

x: A vector containing the time series values
...: Arguments to be passed to spectrum
no.results: The number of results to be printed at the end. Defaults to the 20 most important frequencies.

Value

A data.frame containing the following columns:

rank: numeric vector containing the ranked importance of the frequency.
spectrum: estimates of the spectral density at frequencies corresponding to freq.
frequency: vector at which the spectral density is estimated.
period: vector of corresponding periods.

Details

Using the spectral function, obtain spectral density estimates at a number of frequencies and rather than plotting, obtain the rank and period of the values. Return a given number of results based on the level of interest of the user.