Periodogram

Periodogram an inconsistent estimator

Periodogram an inconsistent estimator
  1. What does a periodogram show?
  2. What is periodogram FFT?

What does a periodogram show?

A periodogram is used to identify the dominant periods (or frequencies) of a time series. This can be a helpful tool for identifying the dominant cyclical behavior in a series, particularly when the cycles are not related to the commonly encountered monthly or quarterly seasonality.

What is periodogram FFT?

The Periodogram block estimates the power spectral density (PSD) or mean-square spectrum (MSS) of the input. The block uses the periodogram method and Welch's averaged, modified periodogram method. The block averages the squared magnitude of the FFT function computed over windowed sections of the input.

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