TSA (version 0.99)

ARMAspec: Theoretical spectral density function of a stationary ARMA model

Description

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

Usage

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

Value

• a list:
• spec
  spectral density values
• freq
  same as freq in the input
• model
  the arma model

See Also

spec

Examples

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