#************************************************************ 
# Spectral Analysis on ARMA type of Data
# Industrial Production: Total index (IPB50001N)
#------------------------------------------------------------

library(quantmod)
library(tseries)
library("TTR")
library("forecast")
library("urca")

getSymbols("IPB50001N", src="FRED")
y <- IPB50001N
plot(y)

dy <- as.matrix(diff(log(y)))
dy <- na.omit(dy)
n <- nrow(dy)
dy <- dy[400:n,]
ts.plot(dy)
acf(dy)
acf(dy, type="partial")
spectrum(dy,log = "no")