PlotARSdf {FitAR}R Documentation

Plot AR or ARMA Spectral Density

Description

Constructs a plot of the AR spectral density function.

Usage

PlotARSdf(phi = NULL, theta = NULL, units = "radial", logSdf = FALSE, InnovationVariance = 1, main = NULL, sub = NULL, lwd=3, col="blue", ...)

Arguments

phi AR Coefficients
theta MA Coefficients
units default is "radial"
logSdf default is FALSE otherwise log sdf is plotted
InnovationVariance innovation variance, default is 1
main optional plot title
sub optional subtitle
lwd optional lwd for plot, default lwd=3.
col optional col for plot. Default "blue".
... optional arguments

Details

The spectral density function is symmetric and defined in (-pi, pi) but plotted over (0, pi). If units are not "radial", it is plotted over (0, 0.5).

Value

Plot is produced using plot. Matrix with 2 columns containing the frequencies and spectral density is returned invisibly.

See Also

ARSdf

Examples

#AR(1)
PlotARSdf(0.8)
#MA(1)
PlotARSdf(theta=0.8)
#ARMA(1,1)
PlotARSdf(0.9,0.5)
#white noise
PlotARSdf()

[Package FitAR version 1.79 Index]