WAVELET ESTIMATOR

SAMPLE RUN ONE (FGN, H=0.7)

# Denotes comments added after the session.

# In S-Plus:

> X11()                  # Enable  graphics window.
> source("wave.S")	 # Read in the program.
> z <- scan(file="data") # Read in file called data and assign to vector z.
> h1 <- wave(z,length=8192,N=2j1=2,j2=8)    # Do the wavelet estimator
			 #  assign result to h1, and get the first figure.
>  h1			 #  Estimate
[1] 0.7098817

Graphical output.

SAMPLE RUN TWO (FARIMA(1,d,1))

> z <- scan(file="data") # Read in file called data and assign to vector z.
> h2 <- wave(z,length=8192,N=2j1=3,j2=8)    # Do the wavelet estimator
			 #  assign result to h2, and get the second figure.
>  h2			 #  Estimate

[1] 0.5398365

>q()                                         # Quit.

Graphical output.