ARMAspec function

Theoretical spectral density function of a stationary ARMA model

Computes and plots the theoretical spectral density function of a stationary ARMA model

ARMAspec(model, freq = seq(0, 0.5, 0.001), plot = TRUE, ...)

Arguments

• model: an arma model
• freq: vector of frequency over which the spectral density is computed
• plot: if true, plot the spectral density function; default is true
• ...: other parameters to be passed to the plot function

Returns

a list: - spec: spectral density values

• freq: same as freq in the input

• model: the arma model

Author(s)

Kung-Sik Chan

See Also

spec

Examples

theta=.9 # Reset theta for other MA(1) plots
ARMAspec(model=list(ma=-theta))