spec: Spectrum of an ARMA model

In gallegoj/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, nabla = FALSE, n.freq = 501, ...)

Arguments

um	an object of class um.
...	additional parameters.
nabla	logical. If TRUE, the pseudospectrum for a non stationary ARIMA model is calculated. By default, the spectrum is computed for the stationary ARMA model.
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)

gallegoj/tfarima documentation built on March 31, 2024, 10:32 a.m.