power.spectrum.TSmodel
power spectrum of a TSmodel
Description
Calculate the theoretical power spectrum of a model.
Usage
power.spectrum.TSmodel(model, Psi=I)
Required Arguments
- model
-
An object of class TSmodel.
Optional Arguments
- Psi
-
The covariance of the innovations can be specified. If it is not specified it
is taken to be the identity matrix.
Value
A list of spectrum.values, spectrum.vectors and frequency.
Details
If a plotting device is available the real part of the eigenvalues
(spectrum.values) are plotted against frequency.
.DT
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REFERENCES
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See Also
Examples
power.spectrum.TSmodel(model)
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