*
* 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 1947 1 4
all 1989:1
open data gnptbill.txt
data(format=prn,org=obs)
*
@gph tbill
set lgnp = 100.0*log(gnp)
@gph lgnp