armathspec {tsapp}

armathspec determines the theoretical spectrum of an arma process

Description

armathspec determines the theoretical spectrum of an arma process

Usage

armathspec(a, b, nf, s = 1, pl = FALSE)

Arguments

a

ar-coefficients

b

ma-coefficients

nf

scalar, the number of equally spaced frequencies

s

variance of error process

pl

logical, if TRUE, the spectrum is plotted, FALSE for no plot

Value

out (nf+1,2) matrix, the frequencies and the spectrum

Examples

out <-armathspec(c(0.3,-0.5),c(-0.8,0.7),50,s=1,pl=FALSE)