| 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 |