Description Usage Arguments Value Examples
armathspec
determines the theoretical spectrum of an arma process
1 | armathspec(a, b, nf, s = 1, pl = FALSE)
|
a |
ar-coefficients |
b |
ma-coefficients |
nf |
scalar, the number of equally spaced frequencies |
s |
variance of error process |
pl |
logical, if TRUE, the spectrum is plotted, FALSE for no plot |
out (nf+1,2) matrix, the frequencies and the spectrum
1 | out <-armathspec(c(0.3,-0.5),c(-0.8,0.7),50,s=1,pl=FALSE)
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