FitAR: ARSdf – R documentation

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ARSdf

Autoregressive Spectral Density Function

Spectral density function of AR(p) is computed.

ARSdf(phi, pFFT = 8)

`phi`	AR Coefficient vector
`pFFT`	FFT with 2^pFFF frequencies, default 8

The Fast Fourier Transform (FFT) is used to compute the spectral density function.

A vector of the density function values, (f(1),..., f(2^pFFF))

A.I. McLeod and Y. Zhang

ARSdf(0.8)
ARSdf(c(0.1,0.2))

Subset AR Model Fitting

v1.94

GPL (>= 2)

Authors

A.I. McLeod, Ying Zhang and Changjiang Xu

Initial release

2013-03-15