ARMAtoSD: Find the spectral density function of an ARMA(p,q) process.
In gregorkb/tscourse: Contains several functions for time series analysis.
ARMAtoSD R Documentation
Find the spectral density function of an ARMA(p,q) process.
Description
Find the spectral density function of an ARMA(p,q) process.
Usage
ARMAtoSD(phi = NULL, theta = NULL, sigma, plot = TRUE)
Arguments
phi
a vector with autoregressive coefficients.
theta
a vector the moving average coefficients.
sigma
the white noise variance.
plot
if TRUE the spectral density is plotted
Value
a list containing values of the spectral density function and the corresponding frequencies
gregorkb/tscourse documentation built on Oct. 3, 2022, 5:31 p.m.
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| ARMAtoSD | R Documentation |
Find the spectral density function of an ARMA(p,q) process.
Description
Find the spectral density function of an ARMA(p,q) process.
Usage
ARMAtoSD(phi = NULL, theta = NULL, sigma, plot = TRUE)
Arguments
phi |
a vector with autoregressive coefficients. |
theta |
a vector the moving average coefficients. |
sigma |
the white noise variance. |
plot |
if |
Value
a list containing values of the spectral density function and the corresponding frequencies
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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