[Gretl-users] Error with periodogram

Javier García javigarcia83 at yahoo.es
Fri Sep 7 08:02:11 EDT 2007


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
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