Evaluate the ARMA(p,q) spectral density at some frequencies freq in [0,pi), Note that no test for model stationarity is performed.
psd_arma(freq, ar, ma, sigma2 = 1)
numeric vector of frequencies to evaluate the psd, 0 <= freq < pi
autoregressive coefficients of ARMA model (use numeric(0) for empty AR part)
moving average coefficients of ARMA model (use numeric(0) for empty MA part)
the model innovation variance
numeric vector of the (real-valued) spectral density values
See section 4.4 in the referenced book
P. J. Brockwell and R. Davis (1996) Time Series: Theory and Methods (Second Edition)