Hello
i have a question concerning the periodogram values calculated by gretl.
I have checked the values with Statistica, but they are differing by the factor 12.
What is the reason for that? How can the values be reconciled?
The examined time series is a self simulated fractional noise process with d=0.3
The values of the periodogram are:
Frequency Gretl Statistica
0.0628 0.10513 1.37585
0.1257 0.33793 4.32496
0.1885 0.4036 4.94240
0.2513 0.052776 0.69014
0.3142 0.092302 1.12479
0.377 1.1303 14.14518
0.4398 0.59085 7.33322
0.5027 0.042439 0.53758
0.5655 0.17057 2.17718
0.6283 0.087422 1.11835
0.6912 0.20416 2.60102
0.754 0.027218 0.33234
0.8168 0.25031 3.16315
0.8796 0.1242 1.54013
0.9425 0.072739 0.90462
1.0053 0.16789 2.13019
1.0681 0.023102 0.29269
1.131 0.068029 0.86771
1.1938 0.13164 1.66274
1.2566 0.12636 1.57903
1.3195 0.0087133 0.10941
1.3823 0.19369 2.43953
1.4451 0.09459 1.19182
1.508 0.0029963 0.03558
1.5708 0.11431 1.44594
1.6336 0.22137 2.78518
1.6965 0.49752 6.26625
1.7593 0.29826 3.76029
1.8221 0.15508 1.94260
1.885 0.054659 0.68098
1.9478 0.19383 2.42244
2.0106 0.094318 1.18797
2.0735 0.0022438 0.02752
2.1363 0.032733 0.41418
2.1991 0.017375 0.21442
2.2619 0.046278 0.58309
2.3248 0.02338 0.29811
2.3876 0.048485 0.61025
2.4504 0.30942 3.87426
2.5133 0.37511 4.72841
2.5761 0.085058 1.07409
2.6389 0.16668 2.09280
2.7018 0.0042564 0.05399
2.7646 0.18363 2.31775
2.8274 0.22937 2.87132
2.8903 0.020202 0.25371
2.9531 0.088127 1.09952
3.0159 0.013007 0.16047
3.0788 0.022892 0.28987
3.1416 0.015758 0.20137
Thank so much for your efforts
Kind regards
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