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<span class="path"><a href="index.html">FOSSEE Signal Processing Toolbox</a> >> <a href="section_cc2bc01c47967d47fcf3507a91d572ba.html">FOSSEE Signal Processing Toolbox</a> > diffpara</span>
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<div class="refnamediv"><h1 class="refname">diffpara</h1>
<p class="refpurpose">Return the estimator D for the differencing parameter of an integrated time series</p></div>
<div class="refsynopsisdiv"><h3 class="title">Calling Sequence</h3>
<div class="synopsis"><pre><span class="default">[</span><span class="default">D</span><span class="default">, </span><span class="default">DD</span><span class="default">] = </span><span class="functionid">diffpara</span><span class="default"> (</span><span class="default">X</span><span class="default">)</span>
<span class="default">[</span><span class="default">D</span><span class="default">, </span><span class="default">DD</span><span class="default">] = </span><span class="functionid">diffpara</span><span class="default"> (</span><span class="default">X</span><span class="default">, </span><span class="default">A</span><span class="default">)</span>
<span class="default">[</span><span class="default">D</span><span class="default">, </span><span class="default">DD</span><span class="default">] = </span><span class="functionid">diffpara</span><span class="default"> (</span><span class="default">X</span><span class="default">, </span><span class="default">A</span><span class="default">, </span><span class="default">B</span><span class="default">)</span></pre></div></div>
<div class="refsection"><h3 class="title">Parameters</h3>
<dl><dt><span class="term">X:</span>
<dd><p class="para">Input scalar or vector.</p></dd></dt>
<dt><span class="term">DD:</span>
<dd><p class="para">The estimators for all frequencies in the intervals described above.</p></dd></dt>
<dt><span class="term">D:</span>
<dd><p class="para">The mean of DD</p></dd></dt></dl></div>
<div class="refsection"><h3 class="title">Description</h3>
<p class="para">Return the estimator D for the differencing parameter of an integrated time series.</p>
<p class="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.</p>
<p class="para">The estimators for all frequencies in the intervals described above is returned in DD.</p>
<p class="para">The value of D is simply the mean of DD.</p></div>
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