Autoregressive Spectral Density Estimation
Generic function. Methods are available for "FitAR", "ar", "Arima", "ts" and "numeric".
sdfplot(obj, ...)
obj |
input object |
... |
optional arguments |
Plot is produced using plot. Matrix with 2 columns containing the frequencies and spectral density is returned invisibly.
A.I. McLeod
#Example 1 #Use AIC to select best subset model to fit to lynx data and #plot spectral density function pvec<-SelectModel(SeriesA, ARModel="ARp", lag.max=10, Best=1) ans<-FitAR(SeriesA, pvec) sdfplot(ans) # #Example 2 #Fit ARMA and plot sdf ans<-arima(SeriesA, c(1,0,1)) sdfplot(ans) # #Example 3 #Fit ARz model using AIC to monthly sunspots and plot spectral density #Warning: this may take 10 minutes or so. ## Not run: pvec<-SelectModel(sunspots, lag.max=200, ARModel="ARz", Criterion="AIC", Best=1) ans<-FitAR(sunspots, pvec) sdfplot(ans) ## End(Not run)
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