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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 |
library("times") y = read("dmus58.dat") ar = abs(tdiff(y[1:2000])) d = robwhittle(ar) d
Subject: | XploRe Application Guide |
See XploRe: | robwhittle |