Absolute Moments

SAMPLE RUN ONE (FGN with H=0.7, First absolute moment)

#Denotes comments added after the session.

#In S-Plus:

> X11()   #Enable  graphics window.
> source("plotmoments.S")	  # Read in the program.
> z <- scan(file="data")  # Read in file called data and assign to vector z.
> h1 <- plotmoment(z, mom=1)	  
			  # Do First Absolute Moment 
			  # (Series length 10000) and
			  # assign result to h1, and get the first figure.
 
 beta =  -0.318588132034522   
			  # Estimate of slope.
 
H=  0.681411867965478	  # Estimated H.
 
> h1	
 [1]  0.681412		  # Estimated H.

Graphical output.

SAMPLE RUN TWO (FGN with H=0.7, Third absolute moment)

> h2 <- plotmoment(z,mom=3)
			  # Third absolute moment
 
 beta =  -0.991100701162508 
 			  # Estimate of slope.
H=  0.669633099612498     # Estimated H.
> h2	
 [1]  0.669633		  # Estimated H.

>q()		# Quit.

Graphical output.