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, ...)

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
... 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

No value. Plot is generated as product by using R plot.

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 1.0 Index]