From d97df53d72f66db206da540e909679fa863b51b6 Mon Sep 17 00:00:00 2001 From: Abhinav Dronamraju Date: Wed, 29 Nov 2017 17:34:00 +0530 Subject: Added xml files and new functions --- help/en_US/diffpara.xml | 60 +++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 60 insertions(+) create mode 100644 help/en_US/diffpara.xml (limited to 'help/en_US/diffpara.xml') diff --git a/help/en_US/diffpara.xml b/help/en_US/diffpara.xml new file mode 100644 index 0000000..be0f99c --- /dev/null +++ b/help/en_US/diffpara.xml @@ -0,0 +1,60 @@ + + + + + + + + diffpara + Return the estimator D for the differencing parameter of an integrated time series + + + + + Calling Sequence + + [D, DD] = diffpara (X) + [D, DD] = diffpara (X, A) + [D, DD] = diffpara (X, A, B) + + + + + Parameters + + X: + Input scalar or vector. + DD: + The estimators for all frequencies in the intervals described above. + D: + The mean of DD + + + + + Description + +Return the estimator D for the differencing parameter of an integrated time series. + + +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. + + +The estimators for all frequencies in the intervals described above is returned in DD. + + +The value of D is simply the mean of DD. + + + -- cgit