The spectral density at frequency zero is estimated by fitting an
autoregressive model. spectrum0(x)/length(x) estimates the
variance of mean(x).
spectrum0.ar(x)A list with the following values
The predicted value of the spectral density at frequency zero.
The order of the fitted model
A time series.
The ar() function to fit an autoregressive model to the time
series x. For multivariate time series, separate models are fitted for
each column. The value of the spectral density at zero is then given
by a well-known formula.