FGN (version 2.0-12)

sdfarma: ARMA spectral density function

Description

The spectral density function is evaluated at the Fourier frequencies, 2*pi*seq(from=1/n, to=1/2, by=1/n) for the ARMA model.

Usage

sdfarma(n, phi = numeric(0), theta = numeric(0))

Arguments

n

length of series, number of Fourier frequencies is [n/2]

phi

autoregressive coefficients

theta

moving-average coefficients

Value

Examples

sdfarma(100, 0.9, 0.7)