FGN (version 2.0-12)

sdfFD: Spectral density function for FD

Description

The spectral density function is evaluated at the Fourier frequencies, k/n, k=1,...,[n/2], for FD (fractionally differenced white noise).

Usage

sdfFD(d, n)

Arguments

d

FD parameter

n

series length

Value

vector of the sdf values

See Also

GetFitFD

Examples

sdfFD(0.2, 50)