D <- read.table("D:/R/MY_script/RTS_ALL(Clear).txt",sep=",",head=T) 
D <- tail(D,50000)


      get_periods <- function() {
  
  P <- D$X.CLOSE.
  ln <- length(P)
  par.ma_2.3 <- matrix(nrow = ln , ncol = 4)
  colnames(par.ma_2.3) <- c("periods" , "frequencies" , "moduli" , "rates")
  
  library(Rssa)
  WL <- 100    # window length
  for(i in (WL+1):ln) {
    
    im <- i-1
    iv <- (im-WL):im
    #====ssa====
    s <- ssa( P[iv] )
    p <- parestimate(s, list(c(2:3)), method = "esprit-ls")
    
    par.ma_2.3[i,1] <- p$periods[1]
    par.ma_2.3[i,2] <- p$frequencies[1]
    par.ma_2.3[i,3] <- p$moduli[1]
    par.ma_2.3[i,4] <- p$rates[1]
    print(i)
  }
  
  par.ma_2.3 <- as.data.frame(par.ma_2.3)
  par.ma_2.3$periods [  par.ma_2.3$periods == Inf  ] <- 50000 
  par.ma_2.3$periods <- round(par.ma_2.3$periods)
  
  
  
  dt <- na.omit(  cbind(D,par.ma_2.3)  )
  
  tslab <- dt[,1:9]
  period <- dt[,-c(1:9)]
  
  return( list ( tslab=tslab , period=period))
}
li <- get_periods()



save(li,file ="D:/R/dimamic_period_in_indicator/list.RData")