| 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 |