Thanks for your answers...
Allin Cottrell schrieb:
> - in spectrum estimation: I can't see any difference between
selecting
> the sub-menu entries "periodogram" or "Bartlett lag window", the
same
> things appear to happen (namely table and graph).
Well yes, but take a look at the details. One gives the "raw" sample
periodogram and the other gives a smoothed version (along with
fractional integration tests).
ok, but doesn't the term "periodogram" only refer to the non-smoothed
raw estimate? I'm asking because even the smoothed values in the table
have that heading. And vice-versa, isn't the term "spectrum" a little
misleading as a graph title if it's the unsmoothed periodogram?
(I'm not 100% sure though what the most widespread conventions are in
the frequency domain.)
cheers,
sven