sdfplot: Autoregressive Spectral Density Estimation

In FitAR: Subset AR Model Fitting

Description

Generic function. Methods are available for "FitAR", "ar", "Arima", "ts" and "numeric".

Usage

sdfplot(obj, ...)

Arguments

obj	input object
...	optional arguments

Value

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

Author(s)

A.I. McLeod

See Also

sdfplot, FitAR

Examples

#Example 1
#Use AIC to select best subset model to fit to lynx data and
#plot spectral density function
pvec<-SelectModel(SeriesA, ARModel="ARp", lag.max=10, Best=1)
ans<-FitAR(SeriesA, pvec)
sdfplot(ans)
#
#Example 2
#Fit ARMA and plot sdf
ans<-arima(SeriesA, c(1,0,1))
sdfplot(ans)
#
#Example 3
#Fit ARz model using AIC to monthly sunspots and plot spectral density
#Warning: this may take 10 minutes or so.
## Not run: 
pvec<-SelectModel(sunspots, lag.max=200, ARModel="ARz", Criterion="AIC", Best=1)
ans<-FitAR(sunspots, pvec)
sdfplot(ans)

## End(Not run)

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