Autoregressive Spectral Density Estimation for "FitAR"
Methods function for sdfplot. Autoregressive spectral density function estimation using the result output from FitAR.
## S3 method for class 'FitAR' sdfplot(obj, ...)
obj |
object, class"FitAR" |
... |
optional arguments |
Plot is produced using plot. Matrix with 2 columns containing the frequencies and spectral density is returned invisibly.
A.I. McLeod
#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) # #plot sdf and put your own title z<-c(SeriesA) pvec<-SelectModel(z, ARModel="ARp", lag.max=10, Best=1) ans<-FitAR(z, pvec) sdfplot(ans) title(main="Example SDF")
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