ARMAspec: Theoretical spectral density function of a stationary ARMA...

Description Usage Arguments Value Author(s) See Also Examples

View source: R/ARMAspec.R

Description

Computes and plots the theoretical spectral density function of a stationary ARMA model

Usage

1
ARMAspec(model, freq = seq(0, 0.5, 0.001), plot = TRUE, ...)

Arguments

model

an arma model

freq

vector of frequency over which the spectral density is computed

plot

if true, plot the spectral density function; default is true

...

other parameters to be passed to the plot function

Value

a list:

spec

spectral density values

freq

same as freq in the input

model

the arma model

Author(s)

Kung-Sik Chan

See Also

spec

Examples

1
2
theta=.9 # Reset theta for other MA(1) plots
ARMAspec(model=list(ma=-theta)) 

TSA documentation built on July 2, 2018, 1:04 a.m.