spec.ar {stats} | R Documentation |

## Estimate Spectral Density of a Time Series from AR Fit

### Description

Fits an AR model to `x`

(or uses the existing fit) and computes
(and by default plots) the spectral density of the fitted model.

### Usage

spec.ar(x, n.freq, order = NULL, plot = TRUE, na.action = na.fail,
method = "yule-walker", ...)

### Arguments

`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` . |

### Value

An object of class `"spec"`

.
The result is returned invisibly if `plot`

is true.

### Warning

Some authors, for example Thomson (1990), warn strongly
that AR spectra can be misleading.

### Note

The multivariate case is not yet implemented.

### References

Thompson, D.J. (1990) Time series analysis of Holocene climate data.
*Phil. Trans. Roy. Soc. A* **330**, 601–616.

Venables, W.N. and Ripley, B.D. (2002) *Modern Applied
Statistics with S.* Fourth edition. Springer. (Especially
page 402.)

### See Also

`ar`

, `spectrum`

.

### Examples

spec.ar(lh)
spec.ar(ldeaths)
spec.ar(ldeaths, method="burg")

[Package

*stats* version 2.1.0

Index]