spec function

Spectrum of an ARMA model

spec computes the spectrum of an ARMA model.

spec(um, ...)

## S3 method for class 'um'
spec(um, n.freq = 501, ...)

Arguments

• um: an object of class um.
• ...: additional parameters.
• n.freq: number of frequencies.

Returns

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)