sdfplot {FitAR}R Documentation

Autoregressive Spectral Density Estimation

Description

Generic function. Methods are available for "FitAR", "ar", "Arima", "ts" and "numeric".

Usage

sdfplot(obj, ...)

Arguments

obj input object
... optional arguments

Value

Plot produced as side-effect. No output.

Author(s)

A.I. McLeod

See Also

sdfplot, FitAR

Examples

#Example 1
#Use AIC to select best subset model to fit to lynx data and
#plot spectral density function
data(SeriesA)
pvec<-SelectModel(SeriesA, ARModel="ARp", lag.max=10, Best=1)
ans<-FitAR(SeriesA, pvec)
sdfplot(ans)
#
#Example 2
#Fit ARMA and plot sdf
ans<-arima(SeriesA, c(1,0,1))
sdfplot(ans)
#
#Example 3
#Fit ARz model using AIC to monthly sunspots and plot spectral density
#Warning: this may take 10 minutes or so.
## Not run: 
pvec<-SelectModel(sunspots, lag.max=200, ARModel="ARz", Criterion="AIC", Best=1)
ans<-FitAR(sunspots, pvec)
sdfplot(ans)
## End(Not run)

[Package FitAR version 1.74 Index]