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authorAbhinav Dronamraju2017-11-29 17:34:00 +0530
committerAbhinav Dronamraju2017-11-29 17:34:00 +0530
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+<?xml version="1.0" encoding="UTF-8"?>
+
+<!--
+ *
+ * This help file was generated from diffpara.sci using help_from_sci().
+ *
+ -->
+
+<refentry version="5.0-subset Scilab" xml:id="diffpara" xml:lang="en"
+ xmlns="http://docbook.org/ns/docbook"
+ xmlns:xlink="http://www.w3.org/1999/xlink"
+ xmlns:svg="http://www.w3.org/2000/svg"
+ xmlns:ns3="http://www.w3.org/1999/xhtml"
+ xmlns:mml="http://www.w3.org/1998/Math/MathML"
+ xmlns:scilab="http://www.scilab.org"
+ xmlns:db="http://docbook.org/ns/docbook">
+
+ <refnamediv>
+ <refname>diffpara</refname>
+ <refpurpose>Return the estimator D for the differencing parameter of an integrated time series</refpurpose>
+ </refnamediv>
+
+
+<refsynopsisdiv>
+ <title>Calling Sequence</title>
+ <synopsis>
+ [D, DD] = diffpara (X)
+ [D, DD] = diffpara (X, A)
+ [D, DD] = diffpara (X, A, B)
+ </synopsis>
+</refsynopsisdiv>
+
+<refsection>
+ <title>Parameters</title>
+ <variablelist>
+ <varlistentry><term>X:</term>
+ <listitem><para> Input scalar or vector.</para></listitem></varlistentry>
+ <varlistentry><term>DD:</term>
+ <listitem><para>The estimators for all frequencies in the intervals described above.</para></listitem></varlistentry>
+ <varlistentry><term>D:</term>
+ <listitem><para>The mean of DD</para></listitem></varlistentry>
+ </variablelist>
+</refsection>
+
+<refsection>
+ <title>Description</title>
+ <para>
+Return the estimator D for the differencing parameter of an integrated time series.
+ </para>
+ <para>
+The frequencies from [2*pi*a/t, 2*pi*b/T] are used for the estimation. If B is omitted, the interval [2*pi/T, 2*pi*a/T] is used. If both B and A are omitted then a = 0.5 * sqrt (T) and b = 1.5 * sqrt (T) is used, where T is the sample size. If X is a matrix, the differencing parameter of each column is estimated.
+ </para>
+ <para>
+The estimators for all frequencies in the intervals described above is returned in DD.
+ </para>
+ <para>
+The value of D is simply the mean of DD.
+</para>
+</refsection>
+</refentry>