通过 AR 拟合估计时间序列的光谱密度 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...