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 |
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 |