Description Details References

`spec.true`

is a matrix of coordinates for the spectral density of the
ARMA(3,1) model with AR and MA coefficients (-0.5, 0.4, 0.8) and (0.2)
respectively. This was the model used to simulate the example data sets
`Dfexample`

, `Dpexample2`

and `Dpexample3`

,
which consist of observations of the process at every time point,
at every second time point and every third time point, respectively.

See the package `TSA`

for functions to calculate values of the spectral density for different ARMA models, and the function `arima.sim`

for simulating time series from them.

Nason, G.P., Powell, B., Elliott, D. and Smith, P. (2016) Should We Sample a Time Series More Frequently? Decision Support via Multirate Spectrum Estimation. Journal of the Royal Statistical Society, Series A., 179, (to appear).

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