The Power Spectrum and the Periodogram
DeWayne R. Derryberry · 2014
The power spectrum is defined as a Fourier transform (complex) and simplifications performed to produce a simple operational representation in real numbers and cosines. It is demonstrated that an inverse transformation can be used to produce the autocovariances, given the spectrum. The spectrum of some already defined models are derived and plotted and the sample spectrum, aka the periodogram, is presented and the R function spec.pgram() is introduced.