Subject: XploRe Application Guide
See XploRe: pgram spec

Quantlet: aslm01
Description: calculates the periodogram and spectral density for the returns and differences of returns in dbs50.dat
Download: aslm01.xpl

Code:
  library("times")
  x=read("dbs50.dat")
  nobs=4740
  x=x[1:nobs]
  spec(x)
  pgram(x)

  library("times")
  x=read("dbs50.dat")
  nobs=4740
  x=x[1:nobs]
  y=tdiff(x)
  spec(y)
  pgram(y)

Subject: XploRe Application Guide
See XploRe: pgram spec

© MD*Tech - Method and Data Technologies, generated on 19.7.2000 .