Description Usage Arguments Value Author(s) Examples
The spectral density function is evaluated at the Fourier frequencies, 2*pi*seq(from=1/n, to=1/2, by=1/n) for the ARMA model.
1 |
n |
length of series, number of Fourier frequencies is [n/2] |
phi |
autoregressive coefficients |
theta |
moving-average coefficients |
vector of spectral density values corresponding to the Fourier frequencies
A. I. McLeod
1 | sdfarma(100, 0.9, 0.7)
|
[1] 1.0894144 0.6646784 0.4362311 0.3204215 0.2571848 0.2197245 0.1959618
[8] 0.1800356 0.1688790 0.1607776 0.1547180 0.1500720 0.1464347 0.1435357
[15] 0.1411892 0.1392643 0.1376665 0.1363266 0.1351924 0.1342246 0.1333926
[22] 0.1326729 0.1320465 0.1314986 0.1310171 0.1305921 0.1302158 0.1298814
[29] 0.1295835 0.1293175 0.1290796 0.1288664 0.1286752 0.1285037 0.1283499
[36] 0.1282121 0.1280887 0.1279786 0.1278805 0.1277937 0.1277172 0.1276504
[43] 0.1275927 0.1275437 0.1275028 0.1274698 0.1274444 0.1274264 0.1274157
[50] 0.1274121
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