Predictive and Specialized Modeling • Time Series Analysis • Statistical Details for the Time Series Platform • Statistical Details for Spectral Density

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Statistical Details for Spectral Density
The least squares estimates of the coefficients of the Fourier series are computed as follows:
Then the fi = i/N are combined to form the periodogram I(fi) = (N/2)(ai2 + bi2), which represents the intensity at frequency fi.
The periodogram is then smoothed and scaled by 1/(4π) to form the spectral density.

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Help created on 3/19/2020