Lesson 6: The Periodogram

Printer-friendly versionPrinter-friendly version

Assignments:

  • Read Example 2.10 (pages 64-65) and Section 4.1 (pages 165-172) of your text.
  • Read through the Lesson 6 online notes that follow.
  • Complete Lesson 6 Assignment.

Overview:

This week we'll study the periodogram, a tool for describing and identifying the dominant cycles in a time series. You should also begin review for your exam next week.

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