I have a time series x1 as 3600x1 double. I need to fit AR-1 spectra on the power spectral density of x1. Well, I am not an expert and this is the first time I am studying time series.
If AR-1 process is given as: X(t)=alpha1*X(t-1)+z(t) So far I have calculated variance of time series, variance of noise (z(t)) and the value of alpha1. However, I am unable to find a function in Matlab which can plot spectra of AR-1.
I tried ar(),pyulear(),psd(),freqz,lpc etc functions. What am I doing wrong?
Thanks for the help.
smoothened plot - AR-1 process spectra , skewed plot- spectra of time series