# 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.
*Philosophical Transactions of the Royal Society of London Series
A*, **330**, 601--616.
http://www.jstor.org/stable/53609.

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

##### See Also

##### Examples

`library(stats)`

```
# NOT RUN {
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 3.5.0, License: Part of R 3.5.0*