User`s guide

6 Time Series Model Identification

Estimating Frequency Response of Time Series

Command

Description

etfe

Estimates a periodogram using Fourier

analysis.

spa

Estimates the power spectrum with its

standard deviation using spectral analysis.

spafdr

Estimates the power spectrum with

its standard d eviation using a variable

frequency resolution.

For example, suppose y is time-series data. The following commands estimate

the power spectrum

g and the periodogram p, and plot both models with three

standard deviation conﬁdence intervals:

g = spa(y)

p = etfe(y)

bode(g,p,'sd',3)

For detailed information abou t these commands, see the co rresponding

reference pages.

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