C Library Functions - time (3)
NAME
time(3f) - [M_datapac:ANALYSIS] perform a time series analysis (autocorrelation plot, a test for white noise, a "pilot" spectrum, and 4 other estimated spectra based on differing bandwidth)
CONTENTS
Synopsis
Description
Options
Examples
Author
Maintainer
License
References
SYNOPSIS
SUBROUTINE TIME(X,N)
DESCRIPTION
time(3f) performs a time series analysis on the data in the input vector x.the analysis consists of the following--
1. a plot of autocorrelation versus lag number; 2. a test for white noise (assuming normality); 3. a ’pilot’ spectrum; and 4. 4 other estimated spectra--each based on a differing bandwidth. in order that the results of the time series analysis be valid and properly interpreted, the input data in x should be equi-spaced in time (or whatever variable corresponds to time).
the horizontal axis of the spectra produced by time(3f) is frequency.
this frequency is measured in units of cycles per ’data point’ or, more precisely, in cycles per unit time where ’unit time’ is defined as the elapsed time between adjacent observations.
the range of the frequency axis is 0.0 to 0.5.
OPTIONS
X description of parameter Y description of parameter
EXAMPLES
Sample program:
program demo_time use M_datapac, only : time implicit none ! call time(x,y) end program demo_timeResults:
AUTHOR
The original DATAPAC library was written by James Filliben of the Statistical Engineering Division, National Institute of Standards and Technology.
MAINTAINER
John Urban, 2022.05.31
LICENSE
CC0-1.0
REFERENCES
o Jenkins and Watts, especially page 290.
| Nemo Release 3.1 | time (3) | July 22, 2023 |
