Hi, all:
I have a question in time series.
The stationary time series { X_t } has the so called Cramer
representation:
X_t = \int_0^1 A(\omega)\exp{i2\pi\omtga t}dZ(\omega)
where Z(\omega) is an orthogonal process with
var(Z(\omega_1)-Z(\omega_2))=\abs(\omega_1-\omega_2).
A(\omega) is called
Please help me with the following Fortran program. When the line labeled
60 does not run, the result for q2 is correct; but when this line runs,
the results are totally wrong, since the values of z in the do-loop
change. Can someone tell why and how to correct it? Thanks in advance.
Thanks everyone for your help. The problem is that the argument changed
in the function, a new feature for Fortran, but it gives me much troble.
Ming
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* Department of Mathematics *
* University of S. Florida*
* 4202 E.
