Is there a MATLAB function similar to 'Spectrum0.ar()' from R?

Hi,

I want know if there is a function could return the same results from 'Spectrum0.ar()' (a R fucntion)?

The description of 'Spectrum0.ar' :https://www.rdocumentation.org/packages/coda/versions/0.19-4/topics/spectrum0.ar

I am not familiar with signal processing, it will be great that there is a matlab function can return the same result.

A big thank you in advance!

Han

Answer 1

[Walter Roberson]

https://www.mathworks.com/help/signal/ref/pyulear.html maybe ?

There is also https://www.mathworks.com/help/signal/ref/periodogram.html and https://www.mathworks.com/help/signal/ug/power-spectral-density-estimates-using-fft.html which estimate with other techniques.

[Han F]

Hi Walter,

Thank you for your reply. I tried on pyulear but the result is quite different

y = [1,2,4,5,7,8,9]

pyulear(y) at zero is around 17

spectrum0.ar(y) is 43.69