true.arma.spec.wge

R function to calculate and optionally plot the spectral density of a stationary ARMA model

 Spectral Density 

 ARMA 

Accompanies the texts Time Series for Data Science with R by Woodward, Sadler and Robertson & Applied Time Series Analysis with R, 2nd edition by Woodward, Gray, and Elliott.  It is helpful for data analysis and for time series instruction.

Bivin Sadler

tswge

Time Series for Data Science

true.arma.spec.wge function

<dl>
 
 <dt>phi</dt>
<dd>Vector containing AR coefficients</dd> <dt>theta</dt>
<dd>Vector containing MA coefficients</dd> <dt>vara</dt>
<dd>White noise variance of the ARMA model</dd> <dt>plot</dt>
<dd>Logical: TRUE=plot, FALSE=no plot</dd></dl>

Arguments

Author

True ARMA Spectral Density — true.arma.spec.wge

<dl>
 
 <dt>phi</dt>
<dd>Vector containing AR coefficients</dd>

 <dt>theta</dt>
<dd>Vector containing MA coefficients</dd>

 <dt>vara</dt>
<dd>White noise variance of the ARMA model</dd>

 <dt>plot</dt>
<dd>Logical: TRUE=plot, FALSE=no plot</dd>

</dl>

true.arma.spec.wge: True ARMA Spectral Density

Description

Usage

Value

Arguments

Author

References

Examples