Riccardo (Jack) Lucchetti schrieb:
On Fri, 31 Jul 2009, Sven Schreiber wrote:
> Some more detailed comments/replies about the pergm() issue:
> Just having fft() was a long way from the spectrum from a user's point
> of view, sorry.
Oh yeah?
<script>
nulldata 20
x = normal()
a = pergm(x)
hN = $nobs/2
b = pi/hN*(seq(1,hN)') ~ sumr(fft({x}).^2)[2:hN+1]/($nobs*2*pi)
print a
print b
</script>
That just proves my point ;-) -- Seriously, if I'm not mistaken this is
the raw periodogram not the smoothed spectrum right? The Bartlett window
was an important ingredient to my argument.
> A closing remark, slightly exaggerated, so no offense please: if you're
> "not overly enthusiastic of functions that do everything for you", how
> do you advocate gretl to the public? You should recommend using Fortran
> directly with Lapack or something like that ;-)
The trouble with functions that try to do everything is that they're
hell to write, hell to maintain and most importantly, hell to use, since
you invariably forget what goes where. One of the reasons why I'm not
overly fond of R is that, for precisely this reason, either you use R
all the time and you have exceptional memory or you end up spending 10%
of your time coding and the remaining 90% browsing the documentation or
googling for stuff. But maybe it's just me.
No, I agree. I don't find R intuitive, either, partly for the same
reason. That's also why I find it slightly worrying that more and more
instructors appear to be using R in introductory classes. (Because it's
free and widespread among a certain professional community.) I fear that
it will actually demotivate students and drive them away from econometrics.
cheers,
sven