arsp(timeslab) | R Documentation |
Calculate AR Spectral Density
arsp(alpha,rvar=1,Q=256)
alpha |
Array of length $p$ containing AR coefficients $Valpha$. |
rvar |
Real scalar containing error variance $&sigma^2(>0)$. |
Q |
Integer $(>{p })$ containing the number of
frequencies between 0 and 1 at which to calculate the spectral
density. |
arsp |
returns the array {f } of length
$m=[{tt{Q}}/2]+1$ containing the values of the spectral density at the
frequencies $(j-1)/{tt{Q}},j=1,...,m$. |