Re: [Gretl-users] error with periodogram
On Fri, 7 Sep 2007, Riccardo (Jack) Lucchetti wrote:
If this is the case, the error may be triggered during the
computation of the
Local Whittle estimate of d. Javier, do you still get the error if you
compute the raw periodogram (ie, without smoothing)?
Duh. Hate to reply to myself, but I've got it the other way around. I
meant WITH smoothing. In this case, the computation of the 2 estimates we
give of the long-memory parameter d is skipped, so if the problem is with
the Fourier routine you should be ok.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti