SpecMA {ftsspec} | R Documentation |
'Spectral density operator of a MA vector process' Object
Description
'Spectral density operator of a MA vector process' Object
Usage
SpecMA(a, nfreq = 2^9, noise.type)
Arguments
a |
the filter of the moving average |
nfreq |
the number of frequencies between 0 and pi at which the spectral density has to be computed |
noise.type |
the type of noise that is driving the MA process. See
|
Examples
ma.scale1=c(-1.4,2.3,-2)
a1=Generate_filterMA(6, 6, MA.len=3, ma.scale=ma.scale1)
a1.spec=SpecMA(a1, nfreq=512, noise.type='wiener')
plot(a1.spec)
rm(a1, a1.spec)
[Package ftsspec version 1.0.0 Index]