

armasp(timeslab)                             R Documentation

_C_a_l_c_u_l_a_t_e _A_R_M_A _S_p_e_c_t_r_a_l _D_e_n_s_i_t_y _F_u_n_c_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n_:

     Calculate ARMA Spectral Density Function

_U_s_a_g_e_:

     armasp(alpha,beta,rvar=1,Q=256)

_A_r_g_u_m_e_n_t_s_:

   alpha: Array of length $p$ containing AR coefficients
          $lpha$.

    beta: Array of length $q$ containing MA coefficients
          $eta$.

    rvar: Real scalar containing error variance
          $sigma^2(>0)$.

       Q: Integer $(>=max(p,q))$ containing the number of
          frequencies between 0 and 1 at which to calculate
          the spectral density.

_V_a_l_u_e_:

  armasp: returns an array {`f'} of length $m=[{t{Q}}/2]+1$
          containing the values of the spectral density at
          the frequencies $(j-1)/{t{Q}},j=1,...,m$.

