def f_np(phi, lambd):
"""calculate f(lambda) based on the p order estimated AR models"""
f = 1. / (np.absolute(1. - sft(phi, lambd)) ** 2)
return f
def periodogram(X, lambd):
"""calculate the periodogram of a time series"""
n = X.size
I = np.absolute(sft(X, lambd)) ** 2 / (2 * np.pi * n)
I[0] = 0
return I
