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

In TSA: Time Series Analysis

Theoretical spectral density function of a stationary ARMA model

Description

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

Usage

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

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

TSA documentation built on July 5, 2022, 5:05 p.m.