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