spec.car {cts} | R Documentation |
uses the existing CAR fit) and return (and by default plots) the spectral density of the fitted model.
spec.car(x, n.freq, plot = TRUE, na.action = na.fail, ...)
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 . |
An object of class "spec.car"
.
The result is returned invisibly if plot
is true.
The multivariate case is not yet implemented.
G. Tunnicliffe Wilson and Zhu Wang
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
## 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)