plots

Plot spectrum of data or ARMA model

Provides functions for modeling and forecasting time series data. Forecasting is based on the innovations algorithm. A description of the innovations algorithm can be found in the textbook "Introduction to Time Series and Forecasting" by Peter J. Brockwell and Richard A. Davis. <https://link.springer.com/book/10.1007/b97391>.

George Weigt

itsmr

Time Series Analysis Using the Innovations Algorithm

plots function

<dl><dt>u</dt>
<dd>Data vector or an ARMA model</dd></dl>

Arguments

Plot spectrum of data or ARMA model — plots

<dl>

<dt>u</dt>
<dd>Data vector or an ARMA model</dd>

</dl>

plots: Plot spectrum of data or ARMA model

Description

Usage

Value

Arguments

See Also

Examples