Periodogram

A graphical plot with abscissa given by the number  of consecutive numbers constituting a single period and ordinate given by the correlation ratio . The equation of the periodogram is

where each of the terms of the sequence  consists of a simple periodic part of period , together with a part which does not involve this periodicity , so

 is the standard deviation of the s,  is the standard deviation of the s, and  is the number of periods covered by the observations.

REFERENCES:

Schuster. Terrestrial Magnetism 3, 24, 1898.

Whittaker, E. T. and Robinson, G. "The Periodogram in the Neighbourhood of a True Period" and "An Example of Periodogram Analysis." §174-175 in The Calculus of Observations: A Treatise on Numerical Mathematics, 4th ed. New York: Dover, pp. 346-362, 1967.