Re: [Gretl-devel] some function suggestions/questions
On Mon, 20 Jul 2009, Sven Schreiber wrote:
And one last thing: I may have asked this before, but having a
function similar to the command 'pergm' would be useful I think.
Revision to what I said before: pergm() takes either one or two
arguments, the first being a series (or conformable matrix) and
the optional second one being an integer bandwidth for use
with the Bartlett kernel. If the second arg is omitted you get
the sample periodogram.
The returned matrix has 3 columns: omega in 1, the "periods" as
printed by the pergm command in col2, and the density in col 3.
Allin.