PlotARSdf(FitAR) | R Documentation |
Constructs a plot of the AR spectral density function
PlotARSdf(phi = NULL, theta = NULL, units = "radial", logSdf = FALSE, InnovationVariance = 1, main = NULL, sub = NULL, ...)
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 |
... |
optional arguments |
The spectral density function is symmetric and defined in (-pi,pi) but plotted over (0,pi). If units is not "radial" the it is plotted over (0, 0.5).
No value. Plot is generated as by product using R plot.
#AR(1) PlotARSdf(0.8) #MA(1) PlotARSdf(theta=0.8) #ARMA(1,1) PlotARSdf(0.9,0.5) #white noise PlotARSdf()