[Gretl-users] cosmetics for 1.6.0
Sven Schreiber
svetosch at gmx.net
Mon Sep 4 16:25:20 EDT 2006
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
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