sdfplot {FitAR}R Documentation

Autoregressive Spectral Density Estimation

Description

Generic function. Methods are available for "FitAR", "ar", "Arima", "ts" and "numeric".

Usage

sdfplot(obj, ...)

Arguments

obj input object
... optional arguments

Value

Plot produced as side-effect. No output.

Author(s)

A.I. McLeod

See Also

sdfplot, FitAR, FitARLS

Examples

#Use AIC to select best subset model to fit to lynx data and
#plot spectral density function
data(SeriesA)
pvec<-SelectModel(SeriesA, SubsetModel="p", lag.max=10, Best=1)
ans<-FitAR(SeriesA, pvec)
sdfplot(ans)
#
# fit ARMA and plot sdf
ans<-arima(SeriesA, c(1,0,1))
sdfplot(ans)

[Package FitAR version 1.0 Index]