*
* Fractional integration (page 448).
* Use of the Geweke-Porter-Hudak frequency domain estimation technique. The
* "power" in the output indicates which power of the number of observations which
* is used to figure out the number of frequencies near 0 which are used in the
* estimating regression.
*
cal(q) 1947
open data gnptbill.txt
data(format=prn,org=obs) 1947:1 1989:1
*
@gph tbill
set lgnp = 100.0*log(gnp)
@gph lgnp