spec {tfarima} | R Documentation |
spec
computes the spectrum of an ARMA model.
spec(um, ...)
## S3 method for class 'um'
spec(um, n.freq = 501, ...)
um |
an object of class |
... |
additional parameters. |
n.freq |
number of frequencies. |
A matrix with the frequencies and the power spectral densities.
The I polynomial is ignored.
um1 <- um(i = "(1 - B)(1 - B^12)", ma = "(1 - 0.8B)(1 - 0.8B^12)")
s <- spec(um1, lag.max = 13)