FitAR: sdfplot.ar – R documentation

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sdfplot.ar

Autoregressive Spectral Density Estimation for "ar"

Method for class "ar" for sdfplot.

## S3 method for class 'ar'
sdfplot(obj, ...)

`obj`	class "ar" object, output from `ar`
`...`	optional arguments

Plot is produced using plot. Matrix with 2 columns containing the frequencies and spectral density is returned invisibly.

A.I. McLeod

#Fit AR(p) using AIC model selection and Burg estimates. Plot spectral density
#estimate
ans<-ar(lynx, lag.max=20)
sdfplot(ans)

Subset AR Model Fitting

v1.94

GPL (>= 2)

Authors

A.I. McLeod, Ying Zhang and Changjiang Xu

Initial release

2013-03-15