spec.car {cts}R Documentation

Estimate Spectral Density of a Time Series from CAR Fit

Description

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

Usage

spec.car(x, n.freq, plot = TRUE, na.action = na.fail, ...)

Arguments

x the result of a fit by car.
n.freq number of frequency
plot Plot the periodogram?
na.action NA action function.
... Graphical arguments passed to plot.spec.

Value

An object of class "spec.car". The result is returned invisibly if plot is true.

Note

The multivariate case is not yet implemented.

Author(s)

G. Tunnicliffe Wilson and Zhu Wang

References

Belcher, J. and Hampton, J. S. and Tunnicliffe Wilson, G. (1994). Parameterization of continuous time autoregressive models for irregularly sampled time series data. Journal of the Royal Statistical Society, Series B, Methodological,56,141–155

Jones, Richard H. (1981). Fitting a continuous time autoregression to discrete data. Applied Time Series Analysis II, 651–682 Wang, Zhu (2004). The Application of the Kalman Filter to Nonstationary Time Series through Time Deformation. PhD thesis, Southern Methodist University

See Also

car

Examples

## Not run: 
data(V22174)
(fit <- car(V22174,scale=0.2,order=7))
spec.car(fit)

data(asth)
(fit <- car(asth,scale=0.25,order=4))
spec.car(fit)
## End(Not run)

[Package cts version 1.0 Index]