LOCAL WHITTLE

SAMPLE RUN ONE

# Denotes comments added after the session.

# In S-Plus:

> X11()                  # Enable  graphics window.
> source("locwhitt.S")	 # Read in the program.
> z <- scan(file="data") # Read in file called data and assign to vector z.
> h1 <- locwhitt(data,im=16)
                         # Run the local Whittle estimator with N/m = 16.
> h1			 # Estimate of H.
[1] 0.5976425

SAMPLE RUN TWO

 h2 <- locwhitt.cont(data)
len =  10000 len1 =  200 
im =  10 
 
im =  20 
 
im =  30 
 
im =  40 
 
im =  50 
 
im =  60 
 
im =  70 
 
im =  80 
 
im =  90 
 
im =  100 
 
im =  110 
 
im =  120 
 
im =  130 
 
im =  140 
 
im =  150 
 
im =  160 
 
im =  170 
 
im =  180 
 
im =  190 
 
im =  200 
                                             # Diagnostic output
					     # Vector of estimates of H for
					     #different values of N/m  (im).
>h2
 [1] 0.5327435 0.6031833 0.6125138 0.6312883 0.6655867 0.6741245 0.6980810
 [8] 0.6779590 0.6954310 0.7213741 0.6983054 0.7008287 0.7072761 0.6859817
[15] 0.6794315 0.6838187 0.6677803 0.6661062 0.6524226 0.6461854

>q()                                         # Quit.