Compute a discretized version of a single-sided parametric spectral density function (SDF) for various stochastic fractal time series models.
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x |
an object of class |
n.freq |
the number of frequencies at which the SDF is computed
(this argument should not be supplied if |
n.sample |
length of a time series.
If non-NULL, the spectral resolution is set to |
sampling.interval |
the sampling interval for the process.
The SDF is computed for frequencies on the interval [0, Nyquist]
where Nyquist is |
with.Nyquist |
a logical flag. If |
The SDF is computed as described in Section 7.6 of Percival and Walden (2000), after a possible change of variable to take into account the sampling interval (the discussion in the reference assumes a unit sampling interval).
an object of class signalSeries
containing the SDF.
D. Percival and A. Walden (2000), Wavelet Methods for Time Series Analysis, Cambridge University Press, Chapter 7.
J. Beran (1994), Statistics for Long-Memory Processes, Chapman and Hall, Chapter 2.
D. Percival and A. Walden (1993), Spectral Analysis for Physical Applications, Cambridge University Press, 1993, Chapter 9.
lmModel
, lmACF
, lmSimulate
.
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