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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>
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