armasp(timeslab)R Documentation

Calculate ARMA Spectral Density Function

Description

Calculate ARMA Spectral Density Function

Usage

armasp(alpha,beta,rvar=1,Q=256)

Arguments

alpha Array of length $p$ containing AR coefficients $Valpha$.
beta Array of length $q$ containing MA coefficients $Vbeta$.
rvar Real scalar containing error variance $&sigma^2(>0)$.
Q Integer $(>=max(p,q))$ containing the number of frequencies between 0 and 1 at which to calculate the spectral density.

Value

armasp returns an array {f} of length $m=[{tt{Q}}/2]+1$ containing the values of the spectral density at the frequencies $(j-1)/{tt{Q}},j=1,...,m$.


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