Subject: XploRe Application Guide
See XploRe: lo rvlm lobrob gph robwhittle roblm hurst

Quantlet: aslm03
Description: performs the long-memory analysis of returns of DBS50
Download: aslm03.xpl

Code:
  library("times")
  x=read("dbs50.dat")
  nobs=4740
; uncomment the following line for sending output to a file
; output("dbs50x.out","reset")
  x=x[1:nobs]
  y=x
  l=lo(y)
  k1=kpss(y)
  k=rvlm(y)
  t=lobrob(y)
  g=gph(y)
  d=robwhittle(y)
  dd=roblm(y)
  h=hurst(y,50)
  l
  k1
  k
  t
  g
  d
  dd
  h
; uncomment the following line for sending output to a file
; output("dbs50x.out","close")

Subject: XploRe Application Guide
See XploRe: lo rvlm lobrob gph robwhittle roblm hurst

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