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beyondWhittle (version 0.18.1)

psd_arma: Compute the ARMA(p,q) spectral density

Description

Compute the ARMA(p,q) spectral density evaluated at some frequencies freq in [0,pi), Note that no test for model stationarity is performed.

Usage

psd_arma(freq, ar, ma, sigma2 = 1)

Arguments

freq

numeric vector of frequencies to evaluate the psd, 0 <= freq < pi

ar

autoregressive coefficients of ARMA model (use numeric(0) for empty AR part)

ma

moving average coefficients of ARMA model (use numeric(0) for empty MA part)

sigma2

the model innovation variance

Value

numeric vector of the (real-valued) spectral density values