TSA (version 1.3)

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

# NOT RUN {
theta=.9 # Reset theta for other MA(1) plots
ARMAspec(model=list(ma=-theta)) 
# }