ARSdf {FitAR}R Documentation

Autoregressive Spectral Density Function

Description

Spectral density function is computed.

Usage

ARSdf(phi, pFFT = 8)

Arguments

phi AR Coefficients
pFFT FFT with 2^pFFF frequencies, default 8

Details

The Fast Fourier Transform (FFT) is used to compute the spectral density function.

Value

A vector of the density function values, (f(1),..., f(2^pFFF))

Author(s)

A.I. McLeod

See Also

spectrum, spec.pgram, spec.ar

Examples

ARSdf(0.8)

[Package FitAR version 1.0 Index]