Evaluate the VARMA(p,q) spectral density at some frequencies freq in [0,pi). Note that no test for model stationarity is performed.
psd_varma(freq, ar = matrix(nrow = nrow(Sigma), ncol = 0),
ma = matrix(nrow = nrow(Sigma), ncol = 0), Sigma)
numeric vector of frequencies to evaluate the psd, 0 <= freq < pi
autoregressive coeffient matrix (d times p*d) of VARMA model, defaults to empty VAR component
moving average coeffient matrix (d times p*d) of VARMA model, defaults to empty VAR component
positive definite innovation covariance matrix (d times d)
an array containing the values of the varma psd matrix at freq
See section 11.5 in the referenced book
P. J. Brockwell and R. Davis (1996) Time Series: Theory and Methods (Second Edition)