spec.ar(x, n.freq, order=NULL, plot=TRUE, na.action,
method="yule-walker", ...)
x
|
A univariate (not yet:or multivariate) time series or the
result of a fit by ar.
|
n.freq
| The number of points at which to plot. |
order
| The order of the AR model to be fitted. If omitted, the order is chosen by AIC. |
plot
| Plot the periodogram? |
na.action
| NA action function. |
method
|
method for ar fit.
|
...
|
Graphical arguments passed to plot.spec.
|
x (or uses the existing fit) and computes
(and by default plots) the spectral density of the fitted model.spec.
The result is returned invisibly if plot is true.Venables, W.N. and Ripley, B.D. (1997) Modern Applied Statistics with S-PLUS. Second edition. Springer. (Especially p. 448.)
ar, spectrum.data(lh) spec.ar(lh) data(UKLungDeaths) spec.ar(ldeaths) spec.ar(ldeaths, method="burg")