FitAR (version 1.94)

PlotARSdf: Plot AR or ARMA Spectral Density

Description

Constructs a plot of the AR spectral density function.

Usage

PlotARSdf(phi = NULL, theta = NULL, units = "radial", logSdf = FALSE, InnovationVariance = 1, main = NULL, sub = NULL, lwd=3, col="blue", plotQ=TRUE, ...)

Arguments

phi

AR Coefficients

theta

MA Coefficients

units

default is "radial"

logSdf

default is FALSE otherwise log sdf is plotted

InnovationVariance

innovation variance, default is 1

main

optional plot title

sub

optional subtitle

lwd

optional lwd for plot, default lwd=3.

col

optional col for plot. Default "blue".

plotQ

True, plot otherwise not

...

optional arguments

Value

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

Details

The spectral density function is symmetric and defined in (-pi, pi) but plotted over (0, pi). If units are not "radial", it is plotted over (0, 0.5).

See Also

ARSdf

Examples

#AR(1)
PlotARSdf(0.8)
#MA(1)
PlotARSdf(theta=0.8)
#ARMA(1,1)
PlotARSdf(0.9,0.5)
#white noise
PlotARSdf()