El Monday 03 March 2008 02:09:24 Allin Cottrell escribió:
> On Sun, 2 Mar 2008, Thomas La Bone wrote:
> > I am playing with sunspot data on a Sunday night, making
> > periodograms in various software packages (R, SAS, ITSM, and
> > Gretl). The Gretl periodogram is quite nice, with the period on
> >
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?
Tom
Ignacio Diaz-Emparanza wrote:
>
> I don't have this reference, but looking at the numbers I can guess that:
>
> if T is the period, and Nobs the number
Hello,
where can i find the exact formula used for calculation the LMF
statistic in the serial correlation LM test? I checked the Kiviet
(1986) formula (LMF, equation 5, p. 245) but it doesn't produce
the same result and i don't know why.
Thanks in advance.
Best regards,
Arek Wiśniowski
Allin
On Mon, 3 Mar 2008, Thomas La Bone wrote:
> 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 yo
On Mon, 3 Mar 2008, rwarekw wrote:
> where can i find the exact formula used for calculation the LMF
> statistic in the serial correlation LM test? I checked the
> Kiviet (1986) formula (LMF, equation 5, p. 245) but it doesn't
> produce the same result and i don't know why.
Ah, we've been usin
