ARSdf {FitAR}R Documentation

Autoregressive Spectral Density Function

Description

Spectral density function of AR(p) is computed.

Usage

ARSdf(phi, pFFT = 8)

Arguments

phi AR Coefficient vector
pFFT FFT with 2^pFFF frequencies, default 8

Details

The Fast Fourier Transform (FFT) is used to compute the spectral density function.

Value

A vector of the density function values, (f(1),..., f(2^pFFF))

Author(s)

A.I. McLeod and Y. Zhang

See Also

spectrum, spec.pgram, spec.ar

Examples

ARSdf(0.8)
ARSdf(c(0.1,0.2))

[Package FitAR version 1.74 Index]