spec.ar(x, n.freq, order=NULL, plot=TRUE, na.action, method="yule-walker", ...)
x
|
A univariate (not yet:or multivariate) time series or the
result of a fit by ar .
|
n.freq
| The number of points at which to plot. |
order
| The order of the AR model to be fitted. If omitted, the order is chosen by AIC. |
plot
| Plot the periodogram? |
na.action
| NA action function. |
method
|
method for ar fit.
|
...
|
Graphical arguments passed to plot.spec .
|
x
(or uses the existing fit) and computes
(and by default plots) the spectral density of the fitted model.spec
.
The result is returned invisibly if plot
is true.Venables, W.N. and Ripley, B.D. (1997) Modern Applied Statistics with S-PLUS. Second edition. Springer. (Especially p. 448.)
ar
, spectrum
.data(lh) spec.ar(lh) data(UKLungDeaths) spec.ar(ldeaths) spec.ar(ldeaths, method="burg")