armasp(timeslab) | R Documentation |
Calculate ARMA Spectral Density Function
armasp(alpha,beta,rvar=1,Q=256)
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. |
armasp |
returns an array {f } of length
$m=[{tt{Q}}/2]+1$ containing the values of the spectral density
at the frequencies $(j-1)/{tt{Q}},j=1,...,m$. |