ArmaSpectrum-class | R Documentation |
"ArmaSpectrum"
Objects from class "ArmaSpectrum"
spectra computed by
spectrum
.
The methods for show
, print
and plot
work
analogously to those for class "Spectrum"
(which
is a super class of "ArmaSpectrum"
). In addition, print
and show
print also the parameters of the ARMA model.
Objects contain spectra produced by sarima::spectrum
(recommended), see spectrum
for details.
Objects can also be created by calls of the form
new("ArmaSpectrum", ar = , ma = , sigma2 = , ...)
,
where ar
and ma
are numeric vectors and sigma2
is
a number. sigma2
may be omitted but then only normalized
spectra can be computed. There further possibilities for the arguments
but they should be considered internal and subject to change.
All slots are inherited from class "Spectrum"
.
.Data
:Object of class "function"
.
call
:Object of class "call"
.
model
:Object of class "ANY"
.
signature(.Object = "ArmaSpectrum")
: ...
Georgi N. Boshnakov
class "Spectrum"
for further details,
spectrum
for further examples
## spectral density of the stationary part of a fitted 'airline model' fit0 <- arima(AirPassengers, order = c(0,1,1), seasonal = list(order = c(0,1,1), period = 12)) sd.air <- spectrum(fit0) show(sd.air) plot(sd.air, log = "y") # plot log of the spectral density ## use the "ArmaSpectrum" object as a function to evaluate the sp. density: sd.air(seq(0, 0.5, length.out = 13)) sd.air(seq(0, 0.5, length.out = 13), standardize = FALSE) ## white noise (constant spectral density) sp.wn <- spectrum(ArmaModel(sigma2 = 2)) sp.wn print(sp.wn) print(sp.wn, standardize=FALSE) show(sp.wn)
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