spec: Spectrum of an ARMA model

In tfarima: Transfer Function and ARIMA Models

Spectrum of an ARMA model

Description

spec computes the spectrum of an ARMA model.

Usage

spec(um, ...)

## S3 method for class 'um'
spec(um, n.freq = 501, ...)

Arguments

um	an object of class um.
...	additional parameters.
n.freq	number of frequencies.

Value

A matrix with the frequencies and the power spectral densities.

Note

The I polynomial is ignored.

Examples

um1 <- um(i = "(1 - B)(1 - B^12)", ma = "(1 - 0.8B)(1 - 0.8B^12)")
s <- spec(um1, lag.max = 13)

tfarima documentation built on May 20, 2022, 5:06 p.m.