| 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 |
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 |