Estimate spectral density at zero
The spectral density at frequency zero is estimated by fitting an
spectrum0(x)/length(x) estimates the
- A time series.
ar() function to fit an autoregressive model to the time
series x. For multivariate time series, separate models are fitted for
each column. The value of the spectral density at zero is then given
by a well-known formula.
- A list with the following values
spec The predicted value of the spectral density at frequency zero. order The order of the fitted model
The definition of the spectral density used here differs from that used by
spec.pgram. We consider the frequency range to be between 0 and 0.5,
not between 0 and