spec {tfarima}

Spectrum of an ARMA model

Description

spec computes the spectrum of an ARMA model.

Usage

spec(um, ...)

## S3 method for class 'um'
spec(um, n.freq = 501, ...)

Arguments

um

an object of class um.

...

additional parameters.

n.freq

number of frequencies.

Value

A matrix with the frequencies and the power spectral densities.

Note

The I polynomial is ignored.

Examples

um1 <- um(i = "(1 - B)(1 - B^12)", ma = "(1 - 0.8B)(1 - 0.8B^12)")
s <- spec(um1, lag.max = 13)