# spec.ar

##### Estimate Spectral Density of a Time Series from AR Fit

Fits an AR model to `x`

(or uses the existing fit) and computes
(and by default plots) the spectral density of the fitted model.

- Keywords
- ts

##### Usage

```
spec.ar(x, n.freq, order = NULL, plot = TRUE, na.action = na.fail,
method = "yule-walker", ...)
```

##### Arguments

- x
- A univariate (not yet:or multivariate) time series or the
result of a fit by
`ar`

. - n.freq
- The number of points at which to plot.
- order
- The order of the AR model to be fitted. If omitted, the order is chosen by AIC.
- plot
- Plot the periodogram?
- na.action
`NA`

action function.- method
`method`

for`ar`

fit.- ...
- Graphical arguments passed to
`plot.spec`

.

##### Value

- An object of class
`"spec"`

. The result is returned invisibly if`plot`

is true.

##### Note

The multivariate case is not yet implemented.

##### Warning

Some authors, for example Thomson (1990), warn strongly that AR spectra can be misleading.

##### References

Thompson, D.J. (1990) Time series analysis of Holocene climate data.
*Phil. Trans. Roy. Soc. A* **330**, 601--616.

Venables, W.N. and Ripley, B.D. (2002) *Modern Applied
Statistics with S.* Fourth edition. Springer. (Especially
page 402.)

##### See Also

##### Examples

`library(stats)`

```
require(graphics)
spec.ar(lh)
spec.ar(ldeaths)
spec.ar(ldeaths, method = "burg")
spec.ar(log(lynx))
spec.ar(log(lynx), method = "burg", add = TRUE, col = "purple")
spec.ar(log(lynx), method = "mle", add = TRUE, col = "forest green")
spec.ar(log(lynx), method = "ols", add = TRUE, col = "blue")
```

*Documentation reproduced from package stats, version 3.3, License: Part of R 3.3*

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