[R-SIG-Finance] periodogram

Brian G. Peterson brian at braverock.com
Fri Dec 5 16:35:12 CET 2008

On Fri, December 5, 2008 6:08 am, babel at centrum.sk wrote:
> Hello R
> I have a problem with periodogram. I cant find the suitable function for
> this. I would like to plot correlograms with the ACF function acf(x) and
> then the corresponding periodogram. But the periodograms I found in the R
> package GeneCycle and stats does not produce the desired output for me. I
> will prefer something like the Statgraphic produce (the image in
> appendix). Can you help me please with this beginners question?
> Thank you in progress.

chart.ACFplus in PerformanceAnalytics includes both the acf and the pacf
of the residuals.  It should be relatively simple to extend this code to
include a periodogram if you have *any* periodogram code that works.  We'd
be happy to collaborate with you on such an extension.


   - Brian

Brian G. Peterson
Ph: 773-459-4973
IM: bgpbraverock

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