R: Find dominant frequency of a time series

findfrequency {forecast} | R Documentation

## Find dominant frequency of a time series

### Description

`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.

### Usage

    findfrequency(x)

### Arguments

`x` | a numeric vector or time series of class `ts`

### 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.

### Value

an integer value

### Author(s)

Rob J Hyndman

### Examples

    findfrequency(USAccDeaths) # Monthly data
    findfrequency(taylor) # Half-hourly data
    findfrequency(lynx) # Annual data

[Package forecast version 8.2 Index]