statsmodels.tsa.stattools.periodogram
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statsmodels.tsa.stattools.periodogram(X)
[source] -
Returns the periodogram for the natural frequency of X
Parameters: X : array-like
Array for which the periodogram is desired.
Returns: pgram : array
1./len(X) * np.abs(np.fft.fft(X))**2
References
Brockwell and Davis.
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