spec

spec.um

<code>spec</code> computes the spectrum of an ARMA model.

Build customized transfer function and ARIMA models with multiple operators
and parameter restrictions. Provides tools for model identification, estimation
using exact or conditional maximum likelihood, diagnostic checking, automatic outlier
detection, calendar effects, forecasting, and seasonal adjustment. The new version
also supports unobserved component ARIMA model specification and estimation
for structural time series analysis.

Jose L. Gallego

tfarima

Transfer Function and ARIMA Models

spec function

<dl><dt>um</dt>
<dd>an object of class <code>um</code>.</dd>
<dt>...</dt>
<dd>additional parameters.</dd>
<dt>nabla</dt>
<dd>logical. If TRUE, the pseudospectrum for a non stationary ARIMA
model is calculated. By default, the spectrum is computed for the
stationary ARMA model.</dd>
<dt>n.freq</dt>
<dd>number of frequencies.</dd></dl>

Arguments

Spectrum of an ARMA model — spec

<dl>

<dt>um</dt>
<dd>an object of class <code>um</code>.</dd>


<dt>...</dt>
<dd>additional parameters.</dd>


<dt>nabla</dt>
<dd>logical. If TRUE, the pseudospectrum for a non stationary ARIMA
model is calculated. By default, the spectrum is computed for the
stationary ARMA model.</dd>


<dt>n.freq</dt>
<dd>number of frequencies.</dd>

</dl>

spec: Spectrum of an ARMA model

Description

Usage

Value

Arguments

Examples