Re: [Gretl-users] long memory parameter

On Mon, December 11, 2006 23:48, Javier García wrote: > Yes, in my opinion it would be more useful if the optional parameter was the > exponent. Nevertheless, thanks for the fixes. They´ve helped me a lot. Well, I'm open to be convinced of the contrary, but I'd rather keep m: remember that all asymptotic results mandate that m should be *proportional* to a certain power of T, not *equal*. As a consequence, in practical situations one often wants to experiment what happens with m = T^a \pm k, (with k "small"). Obviously, it's very easy to compute m as a function of T and play with it; on the other hand, in order to have m vary as wanted, one would have to fiddle with exponents in a much less straightforward way.