Lesson 7: The Periodogram

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Assignments:

  • Read Examples 2.8-2.9 (pages 67-70) and Sections 4.1-4.2 (pages 173-180) of your text.
  • Read through the Lesson 7 online notes that follow.
  • Complete Lesson 7 Assignment.

Overview:

This week we'll study the periodogram, a tool for describing and identifying the dominant cycles in a time series.

Learning Objectives:

After successfully completing this lesson, you should be able to:

  • Create a periodogram in R
  • Identify the dominant periods (or frequencies) of a time series