Subject: | XploRe Application Guide |
See XploRe: | gph |
Quantlet: | longmem07 | |
Description: | calculates Geweke and Porter-Hudak estimator of the long-memory parameter for DM/US dataset | |
Download: | longmem07.xpl |
library("times") y = read("dmus58.dat") ar = abs(tdiff(y[1:2000])) d = gph(ar) d
Subject: | XploRe Application Guide |
See XploRe: | gph |