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<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Estimate Spectral Density of a Time Series from AR Fit</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for spec.ar {stats}"><tr><td>spec.ar {stats}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2>Estimate Spectral Density of a Time Series from AR Fit</h2> <h3>Description</h3> <p>Fits an AR model to <code>x</code> (or uses the existing fit) and computes (and by default plots) the spectral density of the fitted model. </p> <h3>Usage</h3> <pre> spec.ar(x, n.freq, order = NULL, plot = TRUE, na.action = na.fail, method = "yule-walker", ...) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>x</code></td> <td> <p>A univariate (not yet:or multivariate) time series or the result of a fit by <code><a href="ar.html">ar</a></code>.</p> </td></tr> <tr valign="top"><td><code>n.freq</code></td> <td> <p>The number of points at which to plot.</p> </td></tr> <tr valign="top"><td><code>order</code></td> <td> <p>The order of the AR model to be fitted. If omitted, the order is chosen by AIC.</p> </td></tr> <tr valign="top"><td><code>plot</code></td> <td> <p>Plot the periodogram?</p> </td></tr> <tr valign="top"><td><code>na.action</code></td> <td> <p><code>NA</code> action function.</p> </td></tr> <tr valign="top"><td><code>method</code></td> <td> <p><code>method</code> for <code><a href="ar.html">ar</a></code> fit.</p> </td></tr> <tr valign="top"><td><code>...</code></td> <td> <p>Graphical arguments passed to <code><a href="plot.spec.html">plot.spec</a></code>.</p> </td></tr> </table> <h3>Value</h3> <p>An object of class <code>"spec"</code>. The result is returned invisibly if <code>plot</code> is true. </p> <h3>Warning</h3> <p>Some authors, for example Thomson (1990), warn strongly that AR spectra can be misleading. </p> <h3>Note</h3> <p>The multivariate case is not yet implemented.</p> <h3>References</h3> <p>Thompson, D.J. (1990). Time series analysis of Holocene climate data. <em>Philosophical Transactions of the Royal Society of London Series A</em>, <b>330</b>, 601–616. <a href="http://www.jstor.org/stable/53609">http://www.jstor.org/stable/53609</a>. </p> <p>Venables, W.N. and Ripley, B.D. (2002) <em>Modern Applied Statistics with S.</em> Fourth edition. Springer. (Especially page 402.) </p> <h3>See Also</h3> <p><code><a href="ar.html">ar</a></code>, <code><a href="spectrum.html">spectrum</a></code>.</p> <h3>Examples</h3> <pre> require(graphics) spec.ar(lh) spec.ar(ldeaths) spec.ar(ldeaths, method = "burg") spec.ar(log(lynx)) spec.ar(log(lynx), method = "burg", add = TRUE, col = "purple") spec.ar(log(lynx), method = "mle", add = TRUE, col = "forest green") spec.ar(log(lynx), method = "ols", add = TRUE, col = "blue") </pre> <hr /><div style="text-align: center;">[Package <em>stats</em> version 3.6.0 <a href="00Index.html">Index</a>]</div> </body></html>