coda's spectrum0.ar().Its return value, divided by nrow(cbind(x)), is the estimated
variance-covariance matrix of the sampling distribution of the mean
of x if x is a multivatriate time series with AR(\(p\)) structure, with
\(p\) determined by AIC.
spectrum0.mvar(x, order.max = NULL, aic = is.null(order.max),
tol = .Machine$double.eps^0.5, ...)a matrix with observations in rows and variables in columns.
maximum (or fixed) order for the AR model.
use AIC to select the order (up to order.max).
drop components until the reciprocal condition number of the transformed variance-covariance matrix is greater than this.
additional arguments to ar().