[Gretl-users] Scaled Frequency in Periodogram

[Ignacio Diaz-Emparanza]

El Monday 03 March 2008 18:23:37 Riccardo (Jack) Lucchetti escribió:
> > Yes, that seems to be what Gretl is doing. Thanks. The next question is
> > why? What is the advantage of scaling the frequency in this way?
>
> If you have a time series with a marked cycle, a peak in the spectrum at a
> specified "scaled frequency" tells you how many cycles you're likely to
> observe in the data. Nice to have. Try this:
>
> nulldata 150
> setobs 1 1 --special
> ...

 What does the option --special mean? It is not documented in the manual


-- 
Ignacio Diaz-Emparanza  
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)                                        
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