armathspec function

armathspec determines the theoretical spectrum of an arma process

armathspec(a, b, nf, s = 1, pl = FALSE)

Arguments

• a: ar-coefficients
• b: ma-coefficients
• nf: scalar, the number of equally spaced frequencies
• s: variance of error process
• pl: logical, if TRUE, the spectrum is plotted, FALSE for no plot

Returns

out (nf+1,2) matrix, the frequencies and the spectrum

Examples

out <-armathspec(c(0.3,-0.5),c(-0.8,0.7),50,s=1,pl=FALSE)