arps: Compute theorectical AR(p) power spectrum

In jrevenaugh/TSAUMN: Time Series Analysis Tools Used in ESCI5201 at the University of Minnesota

Description

Compute theorectical AR(p) power spectrum.

Usage

arps(p = 1, a = c(0.9), freq = 100)

Arguments

p	process order (defaults to 1)
a	single coefficient (p = 1) or vector of coefficients, a1, a2, ..., ap. No check is made to insure stationarity.
freq	either a scalar specifying how many frequencies between 0 and 0.5 to return or a vector of frequencies.

Value

AR(p) power spectral density

Examples

f <- seq( 0, 0.5, 0.01 )
s <- arps( p = 1, a = 0.5, freq = f )
plot( f, s, type = "l" )

jrevenaugh/TSAUMN documentation built on Nov. 8, 2019, 2:20 p.m.