[Gretl-users] long memory parameter

[Riccardo (Jack) Lucchetti]

On Mon, December 11, 2006 15:22, javier garcia enriquez wrote:
> Is it possible change the value of ‘\alpha’ using our own criterion?

No, not at the moment. A substantial refactoring of the long-memory is on our
to-do list, but I doubt we'll start to work on it before the next release
(which is not a long way away). You are welcome to have a look at the source:

http://gretl.cvs.sourceforge.net/gretl/gretl/lib/src/describe.c?view=markup

m is calculated inside the function periodogram(), line 2700.

Riccardo (Jack) Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona