diffpara Return the estimator D for the differencing parameter of an integrated time series [D, DD] = diffpara (X) [D, DD] = diffpara (X, A) [D, DD] = diffpara (X, A, B) X: Input scalar or vector. DD: The estimators for all frequencies in the intervals described above. D: The mean of DD 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.