FGN (version 2.0-12)

sdfhd: Spectral density of hyperbolic decay models

Description

The spectral density function is evaluated at the Fourier frequencies, 2*pi*seq(from=1/n, to=1/2, by=1/n) for various types of hyperbolic decay time series models.

Usage

sdfhd(n, alpha = 1, phi = numeric(0), theta = numeric(0),  lmodel = c("FD", "FGN", "PLA", "NONE"))

Arguments

n

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

alpha

canonical hyperbolic decay parameter

phi

autoregressive coefficients

theta

moving-average coefficients, Box-Jenkins style

lmodel

type of hyperbolic decay model

Value

vector of values of the spectral density function at the Fourier frequencies

Examples

sdfhd(100, 0.2)