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Subject: XploRe Application Guide
See XploRe: robwhittle

Quantlet: longmem09
Description: calculates the semiparametric estimator of the long-memory parameter for DM/US data set
Download: longmem09.xpl

Code:
  library("times")
  y = read("dmus58.dat")
  ar = abs(tdiff(y[1:2000]))
  d = robwhittle(ar)
  d

Subject: XploRe Application Guide
See XploRe: robwhittle

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