ARSdf {FitAR} | R Documentation |
Spectral density function of AR(p) is computed.
ARSdf(phi, pFFT = 8)
phi |
AR Coefficient vector |
pFFT |
FFT with 2^pFFF frequencies, default 8 |
The Fast Fourier Transform (FFT) is used to compute the spectral density function.
A vector of the density function values, (f(1),..., f(2^pFFF))
A.I. McLeod and Y. Zhang
ARSdf(0.8) ARSdf(c(0.1,0.2))