psd_arma {beyondWhittle} | R Documentation |
Evaluate the ARMA(p,q) spectral density at some frequencies freq in [0,pi), Note that no test for model stationarity is performed.
psd_arma(freq, ar, ma, sigma2 = 1)
freq |
numeric vector of frequencies to evaluate the psd, 0 <= freq < pi |
ar |
autoregressive coefficients of ARMA model (use numeric(0) for empty AR part) |
ma |
moving average coefficients of ARMA model (use numeric(0) for empty MA part) |
sigma2 |
the model innovation variance |
See section 4.4 in the referenced book
numeric vector of the (real-valued) spectral density values
P. J. Brockwell and R. Davis (1996) Time Series: Theory and Methods (Second Edition)