[Gretl-users] error with periodogram

[Riccardo (Jack) Lucchetti]

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 at univpm.it
http://www.econ.univpm.it/lucchetti