plot.artfima {artfima}R Documentation

Plot Method for "arfima" Object

Description

Plots the observed periodogram and the fitted spectral density function.

Usage

## S3 method for class 'artfima'
plot(x, which = c("all", "logsdf", "loglogsdf", "res"),
                 mainQ = TRUE, subQ = TRUE, lag.max = 30, ...) 

Arguments

x

object of class "artfima"

which

"all", "logsd", "loglogsdf" or "res" plot

mainQ

include plot title

subQ

include subtitle

lag.max

maximum lag in residual autocorrelation plot and test

...

optional arguments

Value

None. Plot produced is a side-effect.

Author(s)

A. I. McLeod, aimcleod@uwo.ca

See Also

artfima

Examples

z <- artsim(n=500, d=5/6, lambda=0.045)
ans <- artfima(z)
plot(ans)
plot(ans, which="loglogsdf", subQ=FALSE, mainQ=FALSE)
title(main="Simulated Series", sub="delta=5/6")

[Package artfima version 1.5 Index]