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 various types of hyperbolic decay time series models.
1 2 |
n |
series length, number of Fourier frequencies [n/2] |
alpha |
canonical hyperbolic decay parameter |
phi |
autoregressive coefficients |
theta |
moving-average coefficients, Box-Jenkins style |
lmodel |
type of hyperbolic decay model |
vector of values of the spectral density function at the Fourier frequencies
A. I. McLeod
1 | sdfhd(100, 0.2)
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