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arrdf
2010 Oct 20
0
autoregressive functions
...t in this spectrum are statistically significant. For this I want to use an autoregressive order 1 process (AR1). For that I have used the following code:
> spec <- ar(q, aic = TRUE, order.max = 1, method="yule-walker")
> f<-seq(0,1/2*3.1415,by=1/2*3.1415/255)
> lines(f,ARSdf(spec$ar), type="l", lwd=2, col="red")
Now I get two lines, which should be somewhat of the same order. In this case (for this vector) the difference is already a factor 4. But if I use for example the USTobacco data, the difference is way to large. So I suspect, somewhere in...