[Gretl-users] long memory parameter

Hello; When Gretl gives us the periodogram, also appears the long memory parameter estimation using GPH and Whittle estimators. In Whittle Gretl tells us the size of ‘m’ and we can obtain easily the α (since m = T^α), but with GPH doesn´t. ¿What ‘α’ does the program use in GPH? ¿Is it possible change the value of ‘α’ using our own criterion? Thanks Javi _____________________________________________ Javier García Enríquez Txatxarramendi Ugartea z/g 48395 Sukarrieta (Bizkaia) Tel: 94 6029400 - Fax: 94 6870006 e-mail: jgenriquez(a)suk.azti.es www.azti.es ; www.tecnalia.info _______________________________________________________________________________ **************** LEGE OHARRA **************** AVISO LEGAL **************** DISCLAIMER **************** Mezu hau pertsonala eta isilpekoa da eta baimenik gabeko erabilera debekatua dago legalki. Jasotzailea ez bazara ezabatu mezua, bidali eta kontserbatu gabe. Este mensaje es personal y confidencial y su uso no autorizado está prohibido legalmente. Si usted no es el destinatario, proceda a borrarlo, sin reenviarlo ni conservarlo. This message is personal and confidential, unauthorised use is legally prohibited. If you are not the intended recipient, delete it without resending or backing it.