artfima (version 1.2)

sdfartfima: Computation of theoretical spectral density function (SDF)

Description

Computes the theoetical SDF at the Fourier frequencies for a time series of length n. Used for Whittle MLE. Assumes model parameters are valid for a stationary process (no checking done).

Usage

sdfartfima(n, d, lambda, phi = numeric(0), theta = numeric(0))

Value

• vector of length floor(n/2) containing the values of the SDF at the Fourier frequencies, 1/n, ..., floor(n/2)/n.

References

TBA

See Also

tacvfARTFIMA

Examples

sdfartfima(100, d=1, lambda=0.1, phi=0.5)