PlotARSdf: Plot AR or ARMA Spectral Density

In FitAR: Subset AR Model Fitting

Description

Constructs a plot of the AR spectral density function.

Usage

PlotARSdf(phi = NULL, theta = NULL, units = "radial", logSdf = FALSE, InnovationVariance = 1, main = NULL, sub = NULL, lwd=3, col="blue", plotQ=TRUE, ...)

Arguments

phi	AR Coefficients
theta	MA Coefficients
units	default is "radial"
logSdf	default is FALSE otherwise log sdf is plotted
InnovationVariance	innovation variance, default is 1
main	optional plot title
sub	optional subtitle
lwd	optional lwd for plot, default lwd=3.
col	optional col for plot. Default "blue".
plotQ	True, plot otherwise not
...	optional arguments

Details

The spectral density function is symmetric and defined in (-pi, pi) but plotted over (0, pi). If units are not "radial", it is plotted over (0, 0.5).

Value

Plot is produced using plot. Matrix with 2 columns containing the frequencies and spectral density is returned invisibly.

See Also

ARSdf

Examples

#AR(1)
PlotARSdf(0.8)
#MA(1)
PlotARSdf(theta=0.8)
#ARMA(1,1)
PlotARSdf(0.9,0.5)
#white noise
PlotARSdf()

Example output

Loading required package: lattice
Loading required package: leaps
Loading required package: ltsa
Loading required package: bestglm

FitAR documentation built on May 2, 2019, 3:22 a.m.