findfrequency returns the period of the dominant frequency of a time series. For seasonal data, it will return the seasonal period. For cyclic data, it will return the average cycle length.

findfrequency(x)

## Arguments

x a numeric vector or time series of class ts

an integer value

## Details

The dominant frequency is determined from a spectral analysis of the time series. First, a linear trend is removed, then the spectral density function is estimated from the best fitting autoregressive model (based on the AIC). If there is a large (possibly local) maximum in the spectral density function at frequency $$f$$, then the function will return the period $$1/f$$ (rounded to the nearest integer). If no such dominant frequency can be found, the function will return 1.

## Examples


findfrequency(USAccDeaths) # Monthly data#> [1] 12findfrequency(taylor) # Half-hourly data#> [1] 48findfrequency(lynx) # Annual data#> [1] 10