| % File src/library/stats/man/spec.ar.Rd |
| % Part of the R package, https://www.R-project.org |
| % Copyright 1995-2018 R Core Team |
| % Distributed under GPL 2 or later |
| |
| \name{spec.ar} |
| \alias{spec.ar} |
| \title{Estimate Spectral Density of a Time Series from AR Fit} |
| \usage{ |
| spec.ar(x, n.freq, order = NULL, plot = TRUE, na.action = na.fail, |
| method = "yule-walker", \dots) |
| } |
| \arguments{ |
| \item{x}{A univariate (not yet:or multivariate) time series or the |
| result of a fit by \code{\link{ar}}.} |
| \item{n.freq}{The number of points at which to plot.} |
| \item{order}{The order of the AR model to be fitted. If omitted, |
| the order is chosen by AIC.} |
| \item{plot}{Plot the periodogram?} |
| \item{na.action}{\code{NA} action function.} |
| \item{method}{\code{method} for \code{\link{ar}} fit.} |
| \item{\dots}{Graphical arguments passed to \code{\link{plot.spec}}.} |
| } |
| \description{ |
| Fits an AR model to \code{x} (or uses the existing fit) and computes |
| (and by default plots) the spectral density of the fitted model. |
| } |
| \value{ |
| An object of class \code{"spec"}. |
| The result is returned invisibly if \code{plot} is true. |
| } |
| \references{ |
| Thompson, D.J. (1990). |
| Time series analysis of Holocene climate data. |
| \emph{Philosophical Transactions of the Royal Society of London Series |
| A}, \bold{330}, 601--616. |
| \url{http://www.jstor.org/stable/53609}. |
| |
| Venables, W.N. and Ripley, B.D. (2002) \emph{Modern Applied |
| Statistics with S.} Fourth edition. Springer. (Especially |
| page 402.) |
| } |
| \section{Warning}{ |
| Some authors, for example Thomson (1990), warn strongly |
| that AR spectra can be misleading. |
| } |
| |
| \seealso{\code{\link{ar}}, \code{\link{spectrum}}.} |
| |
| \note{The multivariate case is not yet implemented.} |
| |
| \examples{ |
| 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") |
| } |
| \keyword{ts} |