ftsspec (version 1.0.0)

SpecMA: 'Spectral density operator of a MA vector process' Object

Description

'Spectral density operator of a MA vector process' Object

Usage

SpecMA(a, nfreq = 2^9, noise.type)

Arguments

a

the filter of the moving average

nfreq

the number of frequencies between 0 and pi at which the spectral density has to be computed

noise.type

the type of noise that is driving the MA process. See Simulate_new_MA

Examples

ma.scale1=c(-1.4,2.3,-2)
a1=Generate_filterMA(6, 6, MA.len=3, ma.scale=ma.scale1)
a1.spec=SpecMA(a1, nfreq=512, noise.type='wiener')
plot(a1.spec)
rm(a1, a1.spec)