spectral_adf
Return the spectral density estimator given a vector of autocovariances C, window name WIN, and bandwidth, B.
Calling Sequence
spectral_adf(C)
spectral_adf(C, WIN)
spectral_adf(C, WIN, B)
Parameters
C:
Autocovariances
WIN:
Window names
B:
Bandwidth
Description
Return the spectral density estimator given a vector ofautocovariances C, window name WIN, and bandwidth, B.
The window name, e.g., "triangle" or "rectangle" is used to search for a function called 'WIN_lw'.
If WIN is omitted, the triangle window is used.
If B is omitted, '1 / sqrt (length (C))' is used.