Periodogram

SAMPLE RUN ONE (FGN, H=0.7, Periodogram)

#Denotes comments added after the session.
 
#In S-Plus:
 
> X11()   #Enable  graphics window.
> source("plotper.S")     # Read in the program.
> z <- scan(file="data")  # Read in file called data and assign to vector z.
> h1 <- plotper(z)        # Do default periodogram (Series length 10000) and
                          # assign result to h1, and get the first figure.
 
>  H =  0.723929229552899 # Estimated H.
> h1
 [1]  0.7239292           # Estimated H.

Graphical output.

SAMPLE RUN TWO (FGN, H=0.7, Modified Periodogram)

> h2 <- perbox(z)         # Use the modified periodogram.
> H =  0.682668997899413  # Estimated H.
> h2
 [1]  0.682669            # Estimated H.

Graphical output.

SAMPLE RUN THREE (FGN, H=0.7, Cumulative Periodogram)

> h3 <- cumper(z)         # Use the cumulative periodogram.
> h3
 [1]  0.6955248            # Estimated H.
>q()            # Quit.