Riccardo;
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.
I don't understand very well what do you want to tell me. Do you refer to
calculate the estimated espectral function with the Bartlett's lag window?
If I do that I don't get the error
Cheers
Javi