data(SB32)
ans <- spec.pgram(SB32, fast=FALSE, detrend=FALSE, plot=FALSE, taper=0)
lsdf <- log((ans$spec)/(2*pi))
lfre <- log(ans$freq)
plot(lfre, lsdf, xlab="log frequency", ylab="log spectral density",
col=gray(0, 0.7))
sdf <- sdfartfima(n=length(SB32), d=5/6, lambda=0.045)
lines(lfre, log(sdf), col="red", lwd=3)Run the code above in your browser using DataLab