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2010 Oct 20
0
autoregressive functions
...er") > 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 my use of the ar() function I make a thinking mistake. For example, maybe the ar() function does not return spectral densities? Can anybody help me? Thank you for your time and consideration. [[alternative HTML versi...