Plot AR or ARMA Spectral Density
Constructs a plot of the AR spectral density function.
PlotARSdf(phi = NULL, theta = NULL, units = "radial", logSdf = FALSE, InnovationVariance = 1, main = NULL, sub = NULL, lwd=3, col="blue", plotQ=TRUE, ...)
phi |
AR Coefficients |
theta |
MA Coefficients |
units |
default is "radial" |
logSdf |
default is FALSE otherwise log sdf is plotted |
InnovationVariance |
innovation variance, default is 1 |
main |
optional plot title |
sub |
optional subtitle |
lwd |
optional lwd for plot, default lwd=3. |
col |
optional col for plot. Default "blue". |
plotQ |
True, plot otherwise not |
... |
optional arguments |
The spectral density function is symmetric and defined in (-pi, pi) but plotted over (0, pi). If units are not "radial", it is plotted over (0, 0.5).
Plot is produced using plot. Matrix with 2 columns containing the frequencies and spectral density is returned invisibly.
#AR(1) PlotARSdf(0.8) #MA(1) PlotARSdf(theta=0.8) #ARMA(1,1) PlotARSdf(0.9,0.5) #white noise PlotARSdf()
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